aveISFE = function (data, order, N, h, method, fmethod, lambda, mean, level, ...) { n <- ncol(data$y) shortdata <- nextdata <- data m <- max(h) isfe <- matrix(NA, n - m - N + 1, m) for (i in N:(n - m)) { shortdata$y <- data$y[, 1:i] nextdata$y <- data$y[, i + (1:m)] fit <- ftsm(shortdata, order = order, method = method, lambda = lambda, mean = mean, level = level) fcast <- forecast(fit, h = m, ...) isfe[i - N + 1, ] <- MISE(nextdata, fcast$mean)$MISE } return(isfe[, h]) }