A forecasting system in aircraft autopilot that can accurately forecast when the plane hits the mountain is always wrong.

Forecasting when the forecast depends on the actions of agents that can be informed by the forecast changes the game. If the Fed model forecasts recession and the Fed takes action to prevent it from happening, it changes everything. Only a forecasting model that is not observed/believed by policy makers can predict without intervention.

Layman's idea of forecasting: Predict what happens in the future.

Economic forecasting: Forecast is input for actions. Predict what happens in the future, using this model, these variables, and everything else stay the same. You can check afterward if the model is an accurate forecaster by removing the changes caused by variables outside the model.