forecast.mrwd: Forecast a Multivariate Random Walk with Drift

In StMoMo: Stochastic Mortality Modelling

Description

Returns forecasts and other information for a Multivariate Random Walk with Drift model.

Usage

## S3 method for class 'mrwd'
forecast(object, h = 10, level = c(80, 95), fan = FALSE,
  ...)

Arguments

object	an object of class "mrwd".
h	Number of periods for forecasting.
level	confidence level for prediction intervals.
fan	if TRUE, level is set to seq(50, 99, by = 1). This is suitable for fan plots.
...	other arguments.

Value

An object of class "mrwdForecast" with components:

model	a list containing information about the fitted model.
mean	array with the central forecast.
lower	three dimensional array with lower limits for prediction intervals.
upper	three dimensional array with upper limits for prediction intervals.
level	the confidence values associated with the prediction intervals.

@export

StMoMo documentation built on May 2, 2019, 11:42 a.m.