Getting vague results using VAR time series forecasting in python!

Firstly, I am a beginner in this field of Data Science and have tried to implement some time series models for wind speed forecasting. Also, I am aware of the fact that some regression models might give better results, but still, my aim is to crack the same with the help of VAR

I tried to implement multivariate time series forecasting – VAR in python. To start with I followed the code in this article- https://towardsdatascience.com/simple-multivariate-time-series-forecasting-7fa0e05579b2

However, the forecasted value for my dataset is vague and I am unable to figure out why is the case!
Anyone who can help me figure out the possible dent/mistake in the code and hopefully a solution for the same will be appreciated.

PS: I also want to know that how can one get MSE or RMSE or residual terms for each forecasted value in the form of single–column array/vector instead of a single overall error value?

    # Importing libraries
      import numpy as np
import pandas as pd
import matplotlib.pyplot as plt, seaborn as sb

# Importing Dataset
df =  pd.read_csv("/Users/NEILYUG/Documents/ws_TN.csv")
ds = df.drop(['samples'], axis = 1)

# Visualize the trends in data
sb.set_style('darkgrid')
ds.plot(kind = 'line', legend = 'reverse', title = 'Visualizing Sensor Array Time-Series')
plt.legend(loc = 'upper right', shadow = True, bbox_to_anchor = (1.35, 0.8))
plt.show()

# Dropping Temperature & Relative Humidity as they do not change with Time
ds.drop(['Pressure','Temperature'], axis = 1, inplace = True)

# Again Visualizing the time-series data
sb.set_style('darkgrid')
ds.plot(kind = 'line', legend = 'reverse', title = 'Visualizing Sensor Array Time-Series')
plt.legend(loc = 'upper right', shadow = True, bbox_to_anchor = (1.35, 0.8))
plt.show()

    # Splitting the dataset into train & test subsets
    n_obs = 892
    ds_train, ds_test = ds[:-n_obs], ds[-n_obs:]
    
    # Augmented Dickey-Fuller Test (ADF Test) to check for stationarity
    from statsmodels.tsa.stattools import adfuller
    
    def adf_test(ds):
        dftest = adfuller(ds, autolag='AIC')
        adf = pd.Series(dftest[0:4], index = ['Test Statistic','p-value','# Lags','# Observations'])
    
        for key, value in dftest[4].items():
           adf['Critical Value (%s)'%key] = value
        print (adf)
    
        p = adf['p-value']
        if p <= 0.05:
            print("nSeries is Stationary")
        else:
            print("nSeries is Non-Stationary")
    
    
    for i in ds_train.columns:
        print("Column: ",i)
        print('--------------------------------------')
        adf_test(ds_train[i])
        print('n')
    
    # Differencing all variables to get rid of Stationarity
    ds_differenced = ds_train.diff().dropna()
    
    # Running the ADF test once again to test for Stationarity
    for i in ds_differenced.columns:
        print("Column: ",i)
        print('--------------------------------------')
        adf_test(ds_differenced[i])
        print('n')
    
    # Now cols: 3, 5, 6, 8 are non-stationary
    ds_differenced = ds_differenced.diff().dropna()
    
    # Running the ADF test for the 3rd time to test for Stationarity
    for i in ds_differenced.columns:
        print("Column: ",i)
        print('--------------------------------------')
        adf_test(ds_differenced[i])
        print('n')

from statsmodels.tsa.api import VAR
​
model = VAR(ds_differenced)
results = model.fit(maxlags = 15, ic = 'aic')
results.summary()
​
# Forecasting for 100 steps ahead
lag_order = results.k_ar
predicted = results.forecast(ds_differenced.values[-lag_order:], n_obs)
forecast = pd.DataFrame(predicted, index = ds.index[-n_obs:], columns = ds.columns)
​
# Plotting the Forecasted values
p1 = results.plot_forecast(1)
p1.tight_layout()
​
# Inverting the Differencing Transformation
def invert_transformation(ds, df_forecast, second_diff=False):
    for col in ds.columns:
        # Undo the 2nd Differencing
        if second_diff:
            df_forecast[str(col)] = (ds[col].iloc[-1] - ds[col].iloc[-2]) + df_forecast[str(col)].cumsum()
​
        # Undo the 1st Differencing
        df_forecast[str(col)] = ds[col].iloc[-1] + df_forecast[str(col)].cumsum()
​
    return df_forecast
​
forecast_values = invert_transformation(ds_train, forecast, second_diff=True)
​
# ======================================   Visualization  ==========================================
# Actual vs Forecasted Plots
fig, axes = plt.subplots(nrows = int(len(ds.columns)/2), ncols = 2, dpi = 100, figsize = (10,10))
​
for i, (col,ax) in enumerate(zip(ds.columns, axes.flatten())):
    forecast_values[col].plot(color = 'r', legend = True, ax = ax).autoscale(axis =' x',tight = True)
    ds_test[col].plot(color = 'b', legend = True, ax = ax)
​
    ax.set_title('Sensor: ' + col + ' - Actual vs Forecast')
    ax.xaxis.set_ticks_position('none')
    ax.yaxis.set_ticks_position('none')
​
    ax.spines["top"].set_alpha(0)
    ax.tick_params(labelsize = 6)
​
plt.tight_layout()
plt.savefig('actual_forecast.png')
plt.show()
​
# MSE
from sklearn.metrics import mean_squared_error
from numpy import asarray as arr
mse = mean_squared_error(ds_test, forecast_values)

the orange line is predicted value and it is clearly out of my understanding

the forecasted values: