This dataset includes generated demand series, forecasts, forecast errors, and simulation results for the manuscript "Assessing the Effect of One-Step and Multi-Step Forecasting on Bullwhip Effect and Supply Chain Performance." Autoregressive demand series were generated using varying parameters, specifically based on an AR(1) demand process. Additionally, the M5 series, derived from Walmart, one of the world’s largest retailers, captures actual sales data from Walmart stores across the United States and is included as real-world data.