Computes ISFE values for functional time series models of various orders.
# S3 method for demogdata
isfe(data, series=names(data$rate)[1], max.order=N-3, N=10, h=5:10,
ages=data$age, max.age=max(ages), method=c("classical", "M", "rapca"),
fmethod = c("arima","ar","arfima","ets","ets.na","struct","rwdrift","rw"),
lambda=3, ...)demogdata object.
name of series within data holding rates (1x1)
Ages to include in fit.
Maximum age to fit.
Maximum number of basis functions to fit.
Minimum number of functional observations to be used in fitting a model.
Forecast horizons over which to average.
Method to use for principal components decomposition. Possibilities are “M”, “rapca” and “classical”.
Method used for forecasting. Current possibilities are “ets”, “arima”, “ets.na”, “struct”, “rwdrift” and “rw”.
Tuning parameter for robustness when method="M".
Additional arguments control the fitting procedure.
Numeric matrix with (max.order+1) rows and length(h) columns
containing ISFE values for models of orders 0:max.order.
Hyndman, R.J., and Ullah, S. (2007) Robust forecasting of mortality and fertility rates: a functional data approach. Computational Statistics & Data Analysis, 51, 4942-4956. http://robjhyndman.com/papers/funcfor