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270123

Univariate and Multivariate ARIMA Models for Age-Specific Mortality rates

Article

Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.2017.270123

Keywords

Age-specific mortality rates, ARIMA Models, life expectancy at, UN model life tables

Volume

61

Article Issue

2

Related Issue

33786

Issue Date

2017-12-01

Receive Date

2017-03-16

Publish Date

2017-12-01

Page Start

92

Page End

124

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_270123.html

Detail API

https://esju.journals.ekb.eg/service?article_code=270123

Order

5

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Univariate and Multivariate ARIMA Models for Age-Specific Mortality rates

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Type

Article

Created At

23 Jan 2023