Modeling and fitting for heteroscedastic time-series data of infectious diseases / 中华疾病控制杂志

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.