When considering each error measure individually over all time series in multi-step forecasts ETS forecasts more accurately than ARIMA for RMSE and MAE: in three of the five retail series (60%) for RMSE and in four of the five retail series (80%) for MAE. ARIMA forecasts more accurately than ETS for MAPE: in three of the five retail series (60%). Overall ETS produces more accurate forecasts in 57% of the steps for RMSE and MAE and in 50% of the steps for MAPE.