ftsa (version 3.2)

isfe.fts: Integrated Squared Forecast Error for models of various orders

Description

Computes integrated squared forecast error (ISFE) values for functional time series models of various orders.

Usage

isfe.fts(data, max.order = N - 3, N = 10, h = 5:10, method = 
 c("classical", "M", "rapca"), mean = TRUE, level = FALSE, 
  fmethod = c("arima", "ar", "ets", "ets.na", "struct", "rwdrift", 
   "rw", "arfima"), lambda = 3, ...)

Value

Numeric matrix with (max.order+1) rows and length(h) columns containing ISFE values for models of orders 0:(max.order).

References

R. J. Hyndman and M. S. Ullah (2007) "Robust forecasting of mortality and fertility rates: A functional data approach", Computational Statistics and Data Analysis, 51(10), 4942-4956.

See Also

ftsm, forecast.ftsm, plot.fm, plot.fmres, summary.fm, residuals.fm