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The HPF Procedure

Forecasting

After the model parameters are estimated, one-step-ahead forecasts are generated for the full range of the actual (optionally transformed) time series data, and multistep forecasts are generated from the end of the observed time series to the future time period after the last observation specified by the LEAD= option. If there are missing values at the end of the time series, the forecast horizon will be greater than that specified by the LEAD= option.

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