I have 24 months of data of which the last 12 months I'm using to test the forecast for a rolling forecast with a 12 month window. Let's say I want to test the accuracy of the forecast at horizon 6 (point 18). How would I go about doing that? I've seen error measures that use h=6 and every point to the end of the data set.
I forgot to mention, the forecasts are based on taking 12 months of data and forecasting the 13th month. Then the window just moves ahead by one month. Do I assume that I can only look at h=1 forecast accuracy?