A Time Series Model for Cohort Data

Many forms of behavior are both age and cohort dependent. An appropriate way of disentangling these two kinds of effects is to examine changes between successive cohorts. Data on recent cohorts are always incomplete. A univariate time series model is presented for projecting age- or duration-specific data of recent cohorts. The model is also capable of taking period effects into account. By way of illustration, the model is applied to Dutch marital fertility rates.