Usage
## S3 method for class 'demogdata':
isfe(data, series=names(data$rate)[1], max.order=N-3, N=10, h=5:10,
ages=data$age, max.age=100, method=c("classical", "M", "rapca"),
fmethod = c("arima","ar","arfima","ets","ets.na","struct","rwdrift","rw"),
lambda=3, ...)
Arguments
series
name of series within data holding rates (1x1)
ages
Ages to include in fit.
max.age
Maximum age to fit.
max.order
Maximum number of basis functions to fit.
N
Minimum number of functional observations to be used in fitting a model.
h
Forecast horizons over which to average.
method
Method to use for principal components decomposition. Possibilities are M, rapca and classical.
fmethod
Method used for forecasting. Current possibilities are ets, arima, ets.na,
struct, rwdrift and rw.
lambda
Tuning parameter for robustness when method="M"
.
...
Additional arguments control the fitting procedure.