Code covered by the BSD License
Marco B. (view profile)
23 May 2010
27 May 2010)
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This function generates a fan chart. A fan chart aims to visualize the uncertainty that surrounds a sequence of point forecasts.
The function can be provided with a series of density forecasts and historical data.
Fan charts are used by central banks (e.g. the Bank of England) to visualize their forecasts for price inflation.
Accomp. function has been added: dates can now be added to the horizontal axis of the chart