How do I predict Macroeconomic indicators?Or are there any free resources where I can get the predicted values? I am building a time series forecasting model in which I am considering the macroeconomic indicators as predictors.I wanted to ask 2 things

How do I get the future values?I have seen trading economics and some other sites but they are paid. Also if I want predict indicators on my own how should I go about that?

All the data for indicators are given in two forms on govt websites - seasonally adjusted and seasonally not adjusted. I am using seasonally adjusted data for my model building.Is that correct?


3.I am building a product demand forecasting model. I have chosen 20-30 macroeconomic indicators and other exogenous variables. I wanted to understand how do I check with explanatory variables will help me in forecasting the demand. How do I compare two time series .Can I build a separate regression models for each indicator with dependent variable as demand and then select variables which are significant into my final forecasting model. Or can I use Cross Correlation or Granger's causality approach to determine significant predictors?
Any help would be appreciated
I will give a partial answer.

I assume you mean “forecast values.” Forecasts generally come from private firms that do the forecasts, and are typically expensive. There are some surveys that are in the public domain (Philadelphia Fed Survey of Professional Forecasters). You can generate your own using a model, but quality depends uponyour model.
It is normally easier to work with seasonally adjusted data. However, the data are passed through a filter, and distortions can occur. (For example, the pandemic of 2020 has caused spikes in data, and seasonal adjustment can make those spikes worse.)
The last question is open-ended. People spend their entire careers in finance and at central banks building models.