demography (version 1.22)

forecast.fdmpr: Forecast coherent functional demographic model.

Description

The product and ratio models from coherentfdm are forecast, and the results combined to give forecasts for each group in the original data.

Usage

# S3 method for fdmpr
forecast(object, h = 50, level = 80, K = 100,
  drange = c(0, 0.5), ...)

Value

Object of class fmforecast2 containing a list of objects each of class fmforecast. The forecasts for each group in the original data are given first. Then the forecasts from the product model, and finally a list of forecasts from each of the ratio models.

Arguments

object

Output from coherentfdm.

h

Forecast horizon.

level

Confidence level for prediction intervals.

K

Maximum number of years to use in forecasting coefficients for ratio components.

drange

Range of fractional differencing parameter for the ratio coefficients.

...

Other arguments as for forecast.fdm.

Author

Rob J Hyndman

See Also

coherentfdm, forecast.fdm.

Examples

fr.short <- extract.years(fr.sm,1950:2006)
fr.fit <- coherentfdm(fr.short)
fr.fcast <- forecast(fr.fit)
plot(fr.fcast$male)
plot(fr.fcast$ratio$male, plot.type='component', components=3)
models(fr.fcast)