Modeling and fitting for heteroscedastic time-series data of infectious diseases
- VernacularTitle:传染病异方差性时序数据的建模与拟合
- Author:
Ziwu ZHANG
;
Xiaosong LI
;
Ting QUAN
- Publication Type:Journal Article
- Keywords:
AR-GARCH model;
Time-series data;
Heteroscedasticity;
Communicable diseases
- From:
Chinese Journal of Disease Control & Prevention
2009;0(03):-
- CountryChina
- Language:Chinese
-
Abstract:
Objective To explore the application of heteroscedastic time series model to the analysis of data of infectious diseases.Methods ARIMA and AR-GARCH models were used to fit the incidence of gonorrhea.Results The time series in this study,which was heteroscedastic significantly,finally was well fitted by AR(1)-GARCH(0,1) model through model selecting.Conclusions AR-GARCH model is suitable for analyzing heteroscedastic time-series data of infectious diseases.
