For all my forecast models (
arima with Fourier,
stlf from the "forecast" package in R) I use the following:
model <- auto.arima(x, xreg=fourierf(x, K=y, h=52))
model <- tbats(x)
model <- ets(x)
model <- stlf(x)
h=52 as that takes my data to the end of this quarter.
I also used multiple regression separately.
I then decided to use ARIMA with the dummy variables I'd used in my regression model:
model <- auto.arima(x, xreg=dummy)
forecast(model, xreg=dummy, h=52)
However it doesnt matter if I use
h=1 or leave it blank, the forecast automatically seems to forecast the total length of my data set i.e. if I had 404 values it forecasted 404 values forward.
Just wondering why this happens and can I restrict the forecast to less?