Probabilistic population projections with migration uncertainty

Significance Projected populations to the end of this century are an important factor in many policy decisions. Population forecasts become less reliable as we look farther into the future, suggesting a probabilistic approach to convey uncertainty. Migration projections have been largely deterministic until now, even in probabilistic population projections. Deterministic migration projections neglect a substantial source of population uncertainty. We incorporate a probabilistic migration model with probabilistic models of fertility and mortality to produce probabilistic population projections for all countries until 2100. The result is a substantial increase in uncertainty about the populations of Europe and Northern America, with very little change to uncertainty about the population of Africa, Asia, and the world as a whole. We produce probabilistic projections of population for all countries based on probabilistic projections of fertility, mortality, and migration. We compare our projections to those from the United Nations’ Probabilistic Population Projections, which uses similar methods for fertility and mortality but deterministic migration projections. We find that uncertainty in migration projection is a substantial contributor to uncertainty in population projections for many countries. Prediction intervals for the populations of Northern America and Europe are over 70% wider, whereas prediction intervals for the populations of Africa, Asia, and the world as a whole are nearly unchanged. Out-of-sample validation shows that the model is reasonably well calibrated.