The function extracts 1 to h steps ahead forecast errors from the model.
Usage
rmultistep(object, h = 10, ...)
Arguments
object
Model estimated using one of the forecasting functions.
h
The forecasting horizon to use.
...
Currently nothing is accepted via ellipsis.
Value
The matrix with observations in rows and h steps ahead values in columns.
So, the first row corresponds to the forecast produced from the 0th observation
from 1 to h steps ahead.
Details
The errors correspond to the error term epsilon_t in the ETS models. Don't forget
that different models make different assumptions about epsilon_t and / or 1+epsilon_t.