The product and ratio models from coherentfdm
are forecast, and
the results combined to give forecasts for each group in the original data.
# S3 method for fdmpr
forecast(object, h = 50, level = 80, K = 100, drange = c(0, 0.5), ...)
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.
Output from coherentfdm
.
Forecast horizon.
Confidence level for prediction intervals.
Maximum number of years to use in forecasting coefficients for ratio components.
Range of fractional differencing parameter for the ratio coefficients.
Other arguments as for forecast.fdm
.
Rob J Hyndman
coherentfdm
, forecast.fdm
.
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)
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