Out of Sample Prediction Interval/Point Estimate

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Hi All, I have been requested to come up with an out-of-sample prediction
einterval and point estimate. I have never done this and I am hoping for help
from you all.

First can R do this?
If so, what are the steps?
What do I need?
Sounds like you should look for a local statistical consultant.

Best,
Uwe Ligges
I have a data file that I can include, if that would help.

I'm between a beginner and intermediate user of R so if it is complicated, I may
be asking for a lot of help.

Thanks so much

Zeda.
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