i´m adjusting a temporal series into a ARIMA model to do some interventions analysis... After adjusting the segment to predict values to the future, i start to doubt which method is correct:
The prediction of 66 values in one step, or
The prediction of 1 value, and then this was included to the series to predict the next one (the idea was to reduce the error) until completing the 66.
My doubts rely on the fact that both methods gave me same results. So is this correct? Thanks.