1. A computational forecasting system, implemented as one or more electronic computers that execute one or more computer programs, the computational forecasting system comprising: an identity of a dependent variable of interest and identities of a plurality of candidate indicators, stored in an electronic memory of the one or more electronic computers, along with historical data or stored references to historical data accessible to the computational forecasting system through electronic communications; an independent-variable selection component that generates correlations to the dependent variable of interest and lag times for the candidate indicators, and uses the generated correlations and lag times to select a number of the candidate indicators as a set of independent variables that are stored in an electronic memory of the one or more electronic computers; and a model-generation component that, using a regression method, generates forecast models for the dependent variable of interest until a model that meets an acceptance criterion or criteria is obtained and stored in an electronic memory of the one or more electronic computers.