FDM model: Forecast trajectory in the first steps

Hi Rob,

I am using the fdm model to forecast age specific death rates. I have noticed an interesting behaviour of the forecast trajectory in the first 3 years, in the sense that the slope changes significantly from year to year. At some ages the change is more pronounced. See an example below for age 0 and 95.

Could you please indicate if this is normal and what is the reason behind it? The jumpchoice doesn't seem to influence it. Also this behaviour is not seen in the lca model.

Thanks. Marius

x95

The figures can be reproduced using this code:

# Thu Aug 30 11:10:36 2018 --------- Marius D. Pascariu ---
remove(list = ls())
library(demography)

M <- fdm(fr.mort)
P <- forecast(france.fit, h = 5, jumpchoice = "actual")

x = 0
plot(P$rate$total[x + 1, ], type = "l", 
     ylab = paste0("m[", x,"]"), 
     xlab = "Forecast Year",
     main = paste("Forecast: Age-Specific Death Rate at age", x))

x = 95
plot(P$rate$total[x + 1, ], type = "l", 
     ylab = paste0("m[", x,"]"), 
     xlab = "Forecast Year",
     main = paste("Forecast: Age-Specific Death Rate at age", x))

robjhyndman / demography

FDM model: Forecast trajectory in the first steps #34