I'm working on time series with a monthly demand for 5 years. Currently, I'm using naive method to forecast 12 months (h=12)and it does work very well I want to forecast only for one month (h=1) (always with naive method) and then include this predicted value to time series and repeat this process 12 times. For example: 1. get forecast for January 2013 2. include this predicted value to time series 3. Apply naive method for the new series