Univariate and Multivariate ARIMA Models for Age-Specific Mortality Rates | ||
| The Egyptian Statistical Journal | ||
| Article 5, Volume 61, Issue 2, December 2017, Pages 91-124 PDF (27.49 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.2017.270123 | ||
| Authors | ||
| Hend Auda* ; Nadia Khlifa; Hend Attia | ||
| Faculty of Commerce- Helwan University, Egypt | ||
| Abstract | ||
| Getting the forecasted values of the age-specific mortality rates (ASMR)for each sex is very important to build population projections. Either population projections are deterministic or probabilistic . the question is how to get the forecasted values of ASMR. One possible technique is to obtain ASMR through the United Nations model life tables. This technique is the common technique in most studies for Egypt. Another possible suggested technique is modeling ASMR themselves. This paper mainly examines the question of which one of the two pervious techniques would provide us with more accurate results . this question is considered empirically based on integrated Autoregressive Moving Average (ARIMA) models using annual data on Egypt during the period from 1966 to 2010. This comparative study is conducted between : (a) (b) multivariate ARIMA model to the vector of ASMR for each sex separately. The results of the accuracy measures indicate that multivariate ARIMA model has the ability to clearly represent ASMR. Consequently, multivariate ARIMA model id used for forecasting ASMR in Egypt until year 2030. | ||
| Keywords | ||
| Age-specific mortality rates; ARIMA models; Life expectancy | ||
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