Abstract We evaluated the accuracy of an autoregressive multiple-lactation test day (ATD) model to predict missing test day yields of milk, fat, and protein to obtain cumulative 305-d records for cows with incomplete or in-progress lactations. The data consisted of more than one million observations of daily yields on test days in the first 3 lactations of over 75,000 Portuguese Holstein cows. Differences between actual (estimates from complete lactations using the test interval method) and ATD-predicted 305-d yields were negligible and smaller than those predicted by the test interval method. The ATD procedure tended to slightly underestimate cumulative lactation yields, whereas the test interval method substantially overestimated them. Smaller differences obtained by the ATD procedure resulted in less biased estimates of lactation yield, which also implies greater accuracy. As expected, the correlations between actual and predicted lactation yields increased with the number of test days from 0.831 to 0.997. Average correlations (by parity) between actual and ATD-predicted yields ranged from 0.977 to 0.984. Correlations between actual test day yields and corresponding predicted yields exceeded 0.5 for up to 7 time-intervals from the last test day yield used to predict cumulative yield of projected lactations. These correlations indicate the good predictive ability of the ATD method. From a producer's viewpoint, these advantages underwrite management because most on-farm selection decisions are based on the producing abilities of cows. Implementation of ATD methodology does not require special computing capability and is easily transferable to the farm level.