if (FALSE) {
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)
}
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