Arima models of seasonal variation in U. S. birth and death rates
Author(s) -
Kenneth C. Land,
David Cantor
Publication year - 1983
Publication title -
demography
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.099
H-Index - 129
eISSN - 1533-7790
pISSN - 0070-3370
DOI - 10.2307/2061119
Subject(s) - autoregressive integrated moving average , seasonality , box–jenkins , birth rate , statistics , series (stratigraphy) , seasonal adjustment , econometrics , autoregressive model , demography , census , variation (astronomy) , time series , selection (genetic algorithm) , geography , mathematics , population , research methodology , computer science , sociology , biology , paleontology , mathematical analysis , variable (mathematics) , artificial intelligence , physics , astrophysics
This paper applies methods of seasonal ARIMA time series analysis to U. S. monthly birth and death rates for January 1950–December 1978. For model selection, the conventional Box-Jenkins (1970, 1976) diagnostic checks are used in conjunction with some suggestions of Nerlove et al. (1979). This results in final models that contain significant second-order autoregressive components, as well as seasonal moving-average components, for both series. In addition, some evidence is found in the birth rate series for weekly periodicities. These findings imply the existence of a seasonal adjustment procedure that improves on the Census X-11 program currently used by vital statistics agencies.
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