forecast.fdmpr: Forecast coherent functional demographic model.

In demography: Forecasting Mortality, Fertility, Migration and Population Data

Forecast coherent functional demographic model.

Description

The product and ratio models from coherentfdm are forecast, and the results combined to give forecasts for each group in the original data.

Usage

## S3 method for class 'fdmpr'
forecast(object, h = 50, level = 80, K = 100, drange = c(0, 0.5), ...)

Arguments

object	Output from coherentfdm.
h	Forecast horizon.
level	Confidence level for prediction intervals.
K	Maximum number of years to use in forecasting coefficients for ratio components.
drange	Range of fractional differencing parameter for the ratio coefficients.
...	Other arguments as for forecast.fdm.

Value

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.

Author(s)

Rob J Hyndman

See Also

coherentfdm, forecast.fdm.

Examples

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)

demography documentation built on Feb. 16, 2023, 7:02 p.m.