1991 · 21 citations · 0 references
Social SciencesBiostatisticsDemographyEpidemiologyHealth DemographyTime Series AnalysisMortality AnalysisMortality EstimationMortality ModelingPopulation Health ForecastingTime-series Analysis In EpidemiologyAge-specific Mortality RatesAge-specific Vital RatesDeath Rate AnalysisMultivariate Time Series ForecastingMultivariate Time Series ModelingOld-age Mortality ModelingPopulation Mortality ModelingPrincipal Components
We review the principal components approach including a discussion of how one can develop a multivariate time series model for the full set of principal components. We also show how this model can be used to produce point and interval forecasts for the original series of demographic rates....We [then] apply the approach to forecasting age-specific central death rates of U.S. white females. (EXCERPT)