What is happening under the hood here with the h values? If you could point me to the documentation that describes this I would really appreciate it! Thanks
library(forecast)
model <- tslm(USAccDeaths ~ trend + season)
forecast(model) # returns 12 months of forecasts
forecast(model, h=0) # returns 2 months of forecasts
forecast(model, h=1) # returns 1 month of forecasts
forecast(model, h=2) # returns 2 months of forecasts (same as h=0)
The default forecast horizon is 10 months, not 12.
h=0 is a bug, which I have fixed in https://github.com/robjhyndman/forecast/commit/4ed33c167822ba503bc4a6fdcac2b04cd5018459
All other forecast horizons (1, 2, ...) are behaving as expected.
library(forecast)
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
model <- tslm(USAccDeaths ~ trend + season)
forecast(model)
#> Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> Jan 1979 7557.275 6917.525 8197.025 6569.565 8544.985
#> Feb 1979 6797.108 6157.358 7436.858 5809.399 7784.818
#> Mar 1979 7575.608 6935.858 8215.358 6587.899 8563.318
#> Apr 1979 7788.608 7148.858 8428.358 6800.899 8776.318
#> May 1979 8637.608 7997.858 9277.358 7649.899 9625.318
#> Jun 1979 9108.608 8468.858 9748.358 8120.899 10096.318
#> Jul 1979 9966.108 9326.358 10605.858 8978.399 10953.818
#> Aug 1979 9262.442 8622.692 9902.192 8274.732 10250.151
#> Sep 1979 8213.608 7573.858 8853.358 7225.899 9201.318
#> Oct 1979 8503.442 7863.692 9143.192 7515.732 9491.151
forecast(model, h=0)
#> Error in forecast.lm(model, h = 0): The forecast horizon must be at least 1.
forecast(model, h=1)
#> Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> Jan 1979 7557.275 6917.525 8197.025 6569.565 8544.985
forecast(model, h=2)
#> Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> Jan 1979 7557.275 6917.525 8197.025 6569.565 8544.985
#> Feb 1979 6797.108 6157.358 7436.858 5809.399 7784.818
Created on 2022-08-31 by the reprex package (v2.0.1)