Is there a quick way to extract the confidence intervals from an object of the class forStMoMo without doing simulations?
For example, if I am fitting/forecasting a Lee-Carter model, I would like to get confidence intervals for death rates based on the upper and lower bounds of thekt realisations already in the forStMoMo object. I know this is not the most orthodox way to do it but is often useful to have.
Thanks.
Marius
I am a very happy user of your package. Nice work.
Hi Andres,
Is there a quick way to extract the confidence intervals from an object of the class
forStMoMo
without doing simulations?For example, if I am fitting/forecasting a Lee-Carter model, I would like to get confidence intervals for death rates based on the upper and lower bounds of the
kt
realisations already in theforStMoMo
object. I know this is not the most orthodox way to do it but is often useful to have.Thanks. Marius
I am a very happy user of your package. Nice work.