Solved – Problem with ets from R forecast package

forecastingr

I'm using the ets forecast function in R.

When I fit a model to some timeseries t1:

   model<-ets(t1) [36 periods]

and the calculate forecasts from that model:

    f1 <- forecast(model,10)

so i get 10 forecasts for periods 37-48

so my question is, are these 10 point-forecast one-step-ahead forecasts wich
have their seeds in $t,t+1,t+2$ with $t=37$

or are these forecasts with their seed only in $t=37$ with forecast horizon $h=1,2,3,4,…$

Best Answer

They can't possibly be one-step forecasts because you haven't provided any data for t>36. They are forecasts of times 37,...,46 based on data up to time 36 (i.e., horizons 1,2,3,...,10).

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