yhat1 calculation

[Amjad-AbuRmileh]

I wanted to know how is the yhat1 calculated at each timestep? does it include all the seasonal, trend, AR components aggregated?

[ourownstory]

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.

[Amjad-AbuRmileh]

@ourownstory Thanks!! and the yhat1 is the closest to present, right? so its the first in the sequence of X predictions ahead?

[ourownstory]

Yes, well, in fact, the way that the forecast dataframe is returned, X describes the age of the prediction.
for a given timestamp, the prediction yhat3 refers to the predicted value for this time stamp, predicted with information available 3 steps ago.

[ourownstory]

@Amjad-AbuRmileh is the explanation introduced #413 sufficient that you would have understood it before I answered here?