國民年金保險被保險人時間序列之預測研究

The Study on Forecasting of Changes in National Pension Insurance Insurant with Time Series Analysis

國民年金保險，自施行以來，被保險人數即呈遞減的現象，青壯年被保險人日漸減少，且不繳費者日增，然而，中高齡被保險人逐漸增加，且繳費率高，所造成的長期繳費者少，短期繳費者多的不正常現象，勢必對國民年金保險制度的永續，產生不利的影響。本文主要採用時間序列方法，資料來源為勞保局2008年10月至2013年12月每月國民年金保險被保險人人口等統計，共納入63筆觀察值，研究變項主要為被保險人人口總數、性別、身分別、世代別及繳費率等，預測未來三年及五年之被保險人人數等變化趨勢，並進一步預測其對國民年金保險財務收支的影響，另亦就被保險人數與失業率等進行相關分析。最後，針對研究發現，對國民年金保險制度，提出改革建議方向。

Taiwan has implemented the National Pension Insurance (NPI) since October 1. 2008. However, NPI faces serious challenges in decreasing the enrollment rate, due to rapidly declining younger insurant and rising nearolder insurant, which caused short-term contributors more than long-term contributors. This phenomenon resulted in adverse effects on the financial stability. Expert model of Time Series Analysis is adopted in this study, based on the data from the BLI from Oct. 2008 to Dec. 2013, with SPSS 18.0 to forecast changes of total insurant in next three and five years. After detailed discussion on major findings, this paper provides several suggestions for future reform of NPI system.