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Forecasting the Number of Births in Portugal
António Caleiro([email protected])
Departamento de Economia & CEFAGE–UEUniversidade de Évora
Portugal
Joint Eurostat/UNECE Work Session on Demographic Projections
Instituto Nacional de Estatística (Lisbon, 28-30 April 2010)
Introduction
• Decline of fertility (in Portugal)• Birth seasonality (in Portugal):
– September (global peak) and May (local peak) (Caleiro, 2010)
• Two major kinds of explanations:– environmental/climatic explanations
(temperature and/or photoperiod)– societal/cultural explanations
Introduction
• Societal/Cultural explanations:– Social phenomena (religious practice,
marriage patterns and the timing of holidays)
• Economic contribution:– Influence of end-of-year expectations
(confidence, Caleiro 2010)– Not necessarily a “Christmas effect”– “New year, new life!”
Introduction
• Objective– Forecast the number of births (using the
number of marriages and the level of confidence)
• Methodology– ARiMA models (allowing for seasonality) with
regressors– Ex-post prediction exercises
• A word of caution– A demanding exercise for marriages and
confidence
Structure
• Data (main source: Eurostat; also INE)
• Forecasts (Seats/Tramo: Gómez & Maravall) – Forecast without exogenous factors– Forecast with marriages– Forecast with marriages and confidence
• Conclusion
The data
The daily average of births
250
300
350
400
450
500
550
1980 1985 1990 1995 2000 2005
The data
The daily average of marriages The monthly level of confidence
50
100
150
200
250
300
350
400
450
500
550
1980 1985 1990 1995 2000 2005
-50
-45
-40
-35
-30
-25
-20
-15
-10
-5
0
1990 1995 2000 2005
Con
fide
nce
The forecasts
The ex-post prediction of births for 2008
260
270
280
290
300
310
320
330
2008
Birthsforecast
The forecasts
The ex-post prediction of births for 2008 and forecast for 2009 (with marriages) Births: FORECASTS ORIGINAL SERIES
396384372360348
354,415
333,567
312,719
291,871
271,023
250,175
229,327
The forecasts
The ex-post prediction of births for 2008 (with and without marriages)
260
270
280
290
300
310
320
330
2008
BirthsForecast_wo_marForecast_w_mar
The forecasts
The ex-post prediction of births for 2008 and forecast for 2009 (without and with marriages
and confidence) Births: FORECASTS ORIGINAL SERIES
264252240228
333,917
314,275
294,633
274,99
255,348
235,706
216,064
Births: FORECASTS ORIGINAL SERIES
264252240228
346.472
329.148
311.825
294.501
277.178
259.854
242.53
Conclusion
A comparison of the results
260
270
280
290
300
310
320
330
Jan-08 Abr-08 Jul-08 Out-08 Jan-09 Abr-09 Jul-09 Out-09
Births Forecasts without regressors Forecasts with regressors
Conclusion
• Directions for further work– Better modelization of the regressors’
effects• Births occurring (much more) outside marriage• Marriage important for first births• The direction (and not the level) of confidence is
important• Confidence is (much more) important at the end of
the year (than in the rest of the year)
– Adding regressors• Intervention variables associated with demographic
policies (such as those supporting families)
Conclusion
Comments and/or suggestions are very welcome!
Thank you!
António Caleiro([email protected])
Departamento de Economia & CEFAGE–UEUniversidade de Évora
Portugal
