apc.forecast: Forecasts from age-period-cohort models.
In apc: Age-Period-Cohort Analysis
Description
Author(s)
References
Description
In general forecasts from age-period-cohort models require extrapolation of the estimated parameters.
This has to be done without introducing identifications problems, see
Kuang, Nielsen and Nielsen (2008b,2011).
There are many different possibilities for extrapolation for the different sub-models.
The extrapolation results in point forecasts.
Distribution forecasts should be build on top of these, see
Martinez Miranda, Nielsen and Nielsen (2015)
and
Harnau and Nielsen (2016).
At present three experimental functions
apc.forecast.ac,
apc.forecast.apc
and
apc.forecast.ap
are available.
Author(s)
Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk> 10 Sep 2016 (1 Feb 2016)
References
Harnau, J. and Nielsen (2016) Over-dispersed age-period-cohort models. To appear in Journal of the American Statistical Association. Download: Nuffield DP
Kuang, D., Nielsen, B. and Nielsen, J.P. (2008b) Forecasting with the age-period-cohort model and the extended chain-ladder model. Biometrika 95, 987-991. Download: Article; Earlier version Nuffield DP.
Kuang, D., Nielsen B. and Nielsen J.P. (2011) Forecasting in an extended chain-ladder-type model. Journal of Risk and Insurance 78, 345-359. Download: Article; Earlier version: Nuffield DP.
Martinez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (2015) Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality. Journal of the Royal Statistical Society A 178, 29-55. Download: Article, Nuffield DP.
apc documentation built on Oct. 23, 2020, 6:17 p.m.
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Description Author(s) References
Description
In general forecasts from age-period-cohort models require extrapolation of the estimated parameters.
This has to be done without introducing identifications problems, see
Kuang, Nielsen and Nielsen (2008b,2011).
There are many different possibilities for extrapolation for the different sub-models.
The extrapolation results in point forecasts.
Distribution forecasts should be build on top of these, see
Martinez Miranda, Nielsen and Nielsen (2015)
and
Harnau and Nielsen (2016).
At present three experimental functions
apc.forecast.ac,
apc.forecast.apc
and
apc.forecast.ap
are available.
Author(s)
Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk> 10 Sep 2016 (1 Feb 2016)
References
Harnau, J. and Nielsen (2016) Over-dispersed age-period-cohort models. To appear in Journal of the American Statistical Association. Download: Nuffield DP
Kuang, D., Nielsen, B. and Nielsen, J.P. (2008b) Forecasting with the age-period-cohort model and the extended chain-ladder model. Biometrika 95, 987-991. Download: Article; Earlier version Nuffield DP.
Kuang, D., Nielsen B. and Nielsen J.P. (2011) Forecasting in an extended chain-ladder-type model. Journal of Risk and Insurance 78, 345-359. Download: Article; Earlier version: Nuffield DP.
Martinez Miranda, M.D., Nielsen, B. and Nielsen, J.P. (2015) Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality. Journal of the Royal Statistical Society A 178, 29-55. Download: Article, Nuffield DP.
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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