Calculating Future Values of Annual Neonatal Mortality Rate for Thailand Using the Box-Jenkins ARIMA Model

This study uses annual time series data on neonatal mortality rate (NMR) for Thailand 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 (3,2,4) model. The ARIMA model predictions indicate that neonatal mortality will remain low throughout the out of sample period. Therefore, we encourage policymakers to design local policies that will address various challenges affecting different parts of the country so as to keep neonatal mortality under control.