## Not run:
# france.fit <- fdm(fr.mort,order=2)
# france.fcast <- forecast(france.fit,50)
# # Replace first coefficient model with ARIMA(0,1,2)+drift
# france.fcast$coeff[[2]] <- forecast(Arima(france.fit$coeff[,2],
# order=c(0,1,2), include.drift=TRUE), h=50, level=80)
# france.fcast <- update(france.fcast)
#
# fr.short <- extract.years(fr.sm,1950:2006)
# fr.fit <- coherentfdm(fr.short)
# fr.fcast <- forecast(fr.fit)
# par(mfrow=c(1,2))
# plot(fr.fcast$male)
# # Replace first coefficient model in product component with a damped ETS model:
# fr.fcast$product$coeff[[2]] <- forecast(ets(fr.fit$product$coeff[,2], damped=TRUE),
# h=50, level=80)
# fr.fcast <- update(fr.fcast)
# plot(fr.fcast$male)
# ## End(Not run)
Run the code above in your browser using DataLab