Extending the Predictor Series
When you're creating forecasts for dependent series with predictors, each predictor series needs to be extended through the forecast period. Unless you know precisely what the future values of the predictors will be, you'll need to estimate them. You can then modify the estimates to test different predictor scenarios. The initial projections are easily created by using the Expert Modeler.
- From the menus choose:
Figure 1. Time Series Modeler dialog box 
- Select Number of Catalogs Mailed and Number of Phone Lines Open for Ordering for the dependent variables.
- Click the Save tab.
Figure 2. Time Series Modeler, Save tab 
- In the Save column, select (check) the entry for Predicted Values, and leave the default value Predicted for the Variable Name Prefix.
- Click the Options tab.
Figure 3. Time Series Modeler, Options tab 
- In the Forecast Period group, select First case after end of estimation period through a specified date.
- In the Date grid, enter 1999 for the year and 3 for the month.
The data set contains data from January 1989 through December 1998, so with the current settings, the forecast period will be January 1999 through March 1999.
- Click OK.
Figure 4. New variables containing forecasts for predictor series 
The Data Editor shows the new variables Predicted_mail_Model_1 and Predicted_phone_Model_2, containing the model predicted values for the number of catalogs mailed and the number of phone lines. To extend our predictor series, we only need the values for January 1999 through March 1999, which amounts to cases 121 through 123.
- Copy the values of these three cases from Predicted_mail_Model_1 and append them to the variable mail.
- Repeat this process for Predicted_phone_Model_2, copying the last three cases and appending them to the variable phone.
The predictors have now been extended through the forecast period.