As is the case with residuals from regression,the forecast errors for nonregression methods will always average to zero.

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Forecast errors for non-regression methods do not always average to zero because these methods might not include a component that ensures errors balance out, unlike regression methods that inherently work to minimize the sum of squared residuals, often leading to an average of zero. Non-regression forecasting methods can be biased in various ways, depending on the specific technique and data characteristics.

As Is the Case with Residuals from Regression,the Forecast Errors