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 from a series using exponential smoothing methods is explained in
“Exponential Smoothing” .

• Forecasting using multiple equations and models is described in
“Models”.

Additional tools for performing forecast evaluation are described in
“Forecast Evaluation”.