Time Series Based Errors and Empirical Errors in Fertility Forecasts in the Nordic Countries

Keilman, Nico; Quang Pham, Dinh

Internat. Statist. Rev., Tome 72 (2004) no. 1, p. 5-18 / Harvested from Project Euclid

Résumé

We use ARCH time series models to derive model based prediction intervals for the Total Fertility Rate (TFR) in Norway, Sweden, Finland, and Denmark up to 2050. For the short term (5-10 yrs), expected TFR-errors are compared with empirical forecast errors observed in historical population forecasts prepared by the statistical agencies in these countries since 1969. Medium-term and long-term (up to 50 years) errors are compared with error patterns based on so-called naïve forecasts, i.e. forecasts that assume that recently observed TFR-levels also apply for the future.

Publié le : 2004-04-14
Classification: Time series, ARCH model, Stochastic population forecast, Total Fertility Rate, Empirical forecast errors, Naïve forecast, Nordic countries

@article{1079360110,
     author = {Keilman, Nico and Quang Pham, Dinh},
     title = {Time Series Based Errors and Empirical Errors in Fertility Forecasts in the Nordic Countries},
     journal = {Internat. Statist. Rev.},
     volume = {72},
     number = {1},
     year = {2004},
     pages = { 5-18},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1079360110}
}

Keilman, Nico; Quang Pham, Dinh. Time Series Based Errors and Empirical Errors in Fertility Forecasts in the Nordic Countries. Internat. Statist. Rev., Tome 72 (2004) no. 1, pp.  5-18. http://gdmltest.u-ga.fr/item/1079360110/