Predictive Intervals for Age-Specific Fertility

A multivariate ARIMA model is combined with a Gammacurve to predict confidence intervals for age-specificbirth rates by one-year age groups. The method isapplied to observed age-specific births in Norwaybetween 1900 and 1995, and predictive intervals arecomputed for each year up to 2050. The predictedtwo-thirds confidence intervals for Total Fertility(TF) around 2010 agree well with TF errors in oldpopulation forecasts made by Statistics Norway. Themethod gives useful predictions for age-specificfertility up to the years 2020–2030. For later years,the intervals become too wide. Methods which do nottake account of estimation errors in the ARIMA modelcoefficients underestimate the uncertainty for futureTF values. The findings suggest that the marginbetween high and low fertility variants in officialpopulation forecasts for many Western countries aretoo narrow.