Forecasting from an Equation
This section describes procedures for forecasting and computing fitted values from a single equation. The techniques described here are for forecasting with equation objects estimated using regression methods.
Discussion for forecasting in other contexts is available in several other places:
• Forecasts from equations estimated by specialized techniques, such as ARCH, binary, ordered, tobit, and count methods, are discussed in the corresponding sections.
• Forecasting using multiple equations and models is described in
“Models”.
Additional tools for performing forecast evaluation are described in
“Forecast Evaluation”.