Year of Graduation
Statistical Analysis and Modelling of Seasonality in Demography
Economics and Statistics
In this paper I use Russian demographics data to explore their seasonality throughout the statistical analysis. Based on pre-revolutionary and modern Russian and international papers, I put forward a number of hypotheses for every investigated demographic indicator regarding seasonal fluctuations. I use simple econometric models (trend seasonal model, model with harmonic component, model with dummy variables and adaptive model) to describe the seasonality of time series for four main demographic coefficients in Russia in 2007-2016. I also study the methodologies of SARIMA and SARFIMA seasonal models and check, if the results obtained via these methods are more accurate. Before using the models, I research the single roots in data and explain the reasons for cyclicality of demographic coefficients in Russia. I conclude with the comparison of models-implied and empirical dynamics of key variables and interpretation of the results.