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amvillegas / StMoMo

Stochastic Mortality Modelling
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Add "iarima" option for the cohort effect projection #13

Open amvillegas opened 6 years ago

amvillegas commented 6 years ago

At the moment the cohort effect of the model follows an arima model that needs to be specified by the user.

It would be good to have the option of having gc.method="iarima" so that one can choose the best model according ot auto.arima

APC <- apc(link = "logit")
wxt_esp <- genWeightMat(ages = c(0:99), years = c(1975:2006), clip = 3, zeroCohorts = 1886)
APCfit <- fit(APC, Dxt = Dxt_esp, Ext = Ext_esp, ages = c(0:99), years = c(1975:2014), 
                  ages.fit = c(0:99), years.fit = c(1975:2006), wxt = wxt_esp)
APCfor <- forecast(APCfit, h= 8, kt.method= "iarima", gc.method="iarima")