Finally, one of the most compelling scenes in Macbeth takes place at the banquet haunted by Banquo's ghost. Once again, the boundaries between reality and the supernatural are blurred as Banquo's ghost appears twice—both at exactly the moment Macbeth mentions him. It seems that the vision of Banquo accompanies the idea of Banquo in Macbeth’s mind. The ghost thus seems more like the manifestation of an idea—a figment of the imagination—rather than a “real” ghost. Lady Macbeth says as much when she pulls Macbeth aside: “This is the very painting of your fear; / This is the air-drawn dagger which you said / Led you to Duncan" (III iv 60-62). Just like the dagger, Banquo's ghost appears to be a realization of Macbeth's guilt. Even if the occurrence is supernatural, the event is very real for Macbeth.
While the witches appear to have great skill at prophesying, it's not certain whether their prophecies are preordained. If not, do they simply encourage Macbeth to become active in constructing his own fate? It is perhaps part of Macbeth’s character to shape his life according to the predictions – whereas Banquo does not. This might explain why the only prophecy not realized by the end of the play relates directly to Banquo and cannot be shaped by Macbeth (although Macbeth would also have little control over the “Great Birnam Wood” prediction).