R: Coherent functional demographic model for grouped data
coherentfdm
R Documentation
Coherent functional demographic model for grouped data
Description
Fits a coherent functional model to demographic data as described in Hyndman, Booth & Yasmeen (2012). If two of the series
in data are named male and female, then it will use these two groups. Otherwise it will use all available groups.
Usage
coherentfdm(data, order1=6, order2=6, ...)
Arguments
data
demogdata object containing at least two groups.
order1
Number of basis functions to fit to the model for the geometric mean.
order2
Number of basis functions to fit to the models for each ratio.
...
Extra arguments passed to fdm.
Value
A list (of class fdmpr) consisting of two objects: product (an fdm object containing a
model for the geometric mean of the data) and ratio (a list of fdm objects, being the models for the
ratio of each series with the geometric mean).
Author(s)
Rob J Hyndman.
References
Hyndman, R.J., Booth, H., and Yasmeen, F. (2012) Coherent mortality forecasting: the product-ratio method with functional time series models.
Demography, to appear. http://robjhyndman.com/papers/coherentfdm