# Problem with ets from R forecast package

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 $h=1,2,3,4,...$

• Thx for the quick reply, if i have understand it right the one-step forecasts are then provided by splitting a time series in two sequences: [60 Periods] t1<-[36 periods] fitting sample t2<-[24 periods] test sample.....both tseries objects. fit the model within the first periods: model1<-ets(t1) then using the model to the out-of-sample data t2: test<-ets(t2,model=model1) and the one-step-ahead forecast with seeds in t=37,38 is preserved by fitted(test). am i right? or how can i get the one-step forecasts to an test data-set using the model i estimated from a fitting data-set. thx in advance T – user4667 May 19 '11 at 11:45
• Yes, that would give the one-step forecasts in the test set. ets() does not try to guess the seasonality. If you don't include the frequency, you will only get non-seasonal models. – Rob Hyndman May 19 '11 at 23:42