This paper analyzes time trends in life expectancy at birth in sub-Saharan Africa, allowing the errors to be I(d), where d is a fractional value, instead of making the usual, more restrictive assumptions of I(0) or I(1) errors. The results indicate that the order of integration of the series varies across countries: some are I(d) with d significantly below 1 (which implies mean-reverting behavior), some are I(1) and the remainder exhibit orders of integration significantly above 1. The time trend coefficients are in some cases substantially different from those estimated under the assumptions of I(0) or I(1) errors. There is evidence of a positive trend in most countries, the highest coefficients being those for Gambia, Ethiopia, Mali, Liberia and Cape Verde.

中文翻译：

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估计撒哈拉以南非洲地区预期寿命的时间趋势

本文分析了撒哈拉以南非洲地区出生时预期寿命的时间趋势，允许误差为 I(d)，其中 d 是一个分数值，而不是对 I(0) 或 I( 1) 错误。结果表明，该序列的积分顺序因国家而异：一些是 I(d)，d 显着低于 1（这意味着均值回归行为），一些是 I(1)，其余的积分顺序显着高于1. 在某些情况下，时间趋势系数与 I(0) 或 I(1) 误差假设下的估计值大不相同。大多数国家都有积极趋势的证据，冈比亚、埃塞俄比亚、马里、利比里亚和佛得角的系数最高。