Draws a line for point forecasts and adds shaded region for forecast distribution around it. This is added to a plot in the same way as
lines
and polygon
add lines and polygons to a plot.
1 2 3 4 5 6 7 8 9 10 |
m.forecast |
Matrix. Up to 4 columns. Column 1: point forecasts. Column 2: forecast standard errors. Column 3: process standard errors. Column 4: estimation standard errors. |
x.origin |
Optional. Numerical. x-coordinate for last observation. The first point forecast is made at |
plot.se |
Optional. Logical. Should forecast standard errors be plotted? Default: |
plot.se.proc |
Optional. Logical. Should process standard errors be plotted? Default: |
plot.se.est |
Optional. Logical. Should estimation standard errors be plotted? Default: |
unit |
Optional. Numerical. step length for point forecasts. Default=1. |
col.line |
Optional. Point forecasts: Colour of line. Same as |
lty.line |
Optional. Point forecasts: Type of line. Same as |
lwd.line |
Optional. Point forecasts: Width of line. Same as |
q.se |
Optional. Vector of length 3. Multiplication factors for standard errors. Default: |
angle.se |
Optional. Standard error polygon: 3-vector: Angle of shading. Same as |
border.se |
Optional. Standard error polygon: 3-vector: Border of polygon. Same as |
col.se |
Optional. Standard error polygon: 3-vector: Colour of polygon. Same as |
density.se |
Optional. Standard error polygon: 3-vector: Density of shading. Same as |
lty.se |
Optional. Standard error polygon: 3-vector: Type of shading. Same as |
The empirical example of
Martinez Miranda, Nielsen and Nielsen (2015)
uses the data
data.asbestos
.
The results of that paper are reproduced in
the vignette ReproducingMMNN2015.pdf.
The function is used there.
Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk> 6 Jan 2016
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: Nuffield DP.
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