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Arima Models of Seasonal Variation in U.S. Birth and Death Rates

Kenneth C. Land and David Cantor
Demography
Vol. 20, No. 4 (Nov., 1983), pp. 541-568
Published by: Springer on behalf of the Population Association of America
Stable URL: http://www.jstor.org/stable/2061119
Page Count: 28
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Arima Models of Seasonal Variation in U.S. Birth and Death Rates
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Abstract

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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