ARIMA Model Application in the Detection of Future Trends of Annual Neonatal Mortality Rate for Italy

This study uses annual time series data on neonatal mortality rate (NMR) for Italy from 1960 to 2019 to predict future trends of NMR over the period 2020 to 2030. Unit root tests have shown that the series under consideration is an I (2) variable. The optimal model based on AIC is the ARIMA (2,2,2) model. The findings of this study indicate that neonatal mortality will remain very low throughout the out of sample period. Therefore, we encourage policy makers in Italy to formulate neonatal policies that will address disparities in neonatal and infant mortality, and attend to other factors that contribute to deaths among neonates.