yhat1 calculation #411
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I wanted to know how is the yhat1 calculated at each timestep? does it include all the seasonal, trend, AR components aggregated? |
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Replies: 1 comment 3 replies
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Hi @Amjad-AbuRmileh Yes, yhatX is the X-th step ahead forecast. in your case the prediction for the next value of the series. |
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@ourownstory Thanks!! and the yhat1 is the closest to present, right? so its the first in the sequence of X predictions ahead? |
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Yes, well, in fact, the way that the forecast dataframe is returned, X describes the age of the prediction. |
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@Amjad-AbuRmileh is the explanation introduced #413 sufficient that you would have understood it before I answered here? |
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Hi @Amjad-AbuRmileh Yes, yhatX is the X-th step ahead forecast. in your case the prediction for the next value of the series.
Yes, It is the sum of all components.