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I AM IMMORTAL
Authors:Riccardo Trezzi
Abstract:I suggest a model to forecast life expectancy based on the electrocardiogram signal. I show how the heart electrical activity can be decomposed in the state‐space and that the suggested model has superior out‐of‐sample properties compared to a set of alternatives. When the model is used to forecast my own electrocardiogram, a striking result arises: the n‐step ahead forecast remains bounded and positive even after one googol period. Therefore, my life expectancy tends to infinity implying that I am immortal. (JEL I10, I19)
Keywords:
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