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16th Australian Statistical Conference
July 7-11, 2002
National Convention Centre
Canberra, ACT, Australia

Organizers
Statistical Society of Australia Incorporated, Michael Adena - Chair Organising Committee, Kerrie Mengersen - Chair Program Committee

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Forecasts of overseas migrant numbers using a VAR-ECM framework
by
Xichuan Zhang
Australian Bureau of Statistics
Coauthors: C.H. McLaren

Overseas migrant numbers comprise the net intakes from permanent migrants, long-term visitors, long-term residents, and category jumpers. Using a vector co-integration analysis framework, the long term relation among all the components are explored. Using real data, the VAR-ECM model is proved to be more accurate than alternative univariate time series models for forecasting the overseas migrant numbers.

Date received: April 21, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cajg-52.