The role of time series analysis in the evaluation of econometric models

1985 ◽  
Vol 4 (1) ◽  
pp. 75-87 ◽  
Author(s):  
J. A. Longbottom ◽  
S. Holly
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Econometric Models ◽  
Series Analysis

scholarly journals Seasonality in extra-pulmonary tuberculosis notifications in Germany 2004-2014- a time series analysis

2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Tanja Charles ◽  
Matthias Eckardt ◽  
Basel Karo ◽  
Walter Haas ◽  
Stefan Kröger
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Disease Onset ◽  
Age Groups ◽  
Age Group ◽  
Pulmonary Tb ◽  
Series Analysis ◽  
Disease Site ◽  
Extra Pulmonary

Abstract Background Seasonality in tuberculosis (TB) has been found in different parts of the world, showing a peak in spring/summer and a trough in autumn/winter. The evidence is less clear which factors drive seasonality. It was our aim to identify and evaluate seasonality in the notifications of TB in Germany, additionally investigating the possible variance of seasonality by disease site, sex and age group. Methods We conducted an integer-valued time series analysis using national surveillance data. We analysed the reported monthly numbers of started treatments between 2004 and 2014 for all notified TB cases and stratified by disease site, sex and age group. Results We detected seasonality in the extra-pulmonary TB cases (N = 11,219), with peaks in late spring/summer and troughs in fall/winter. For all TB notifications together (N = 51,090) and for pulmonary TB only (N = 39,714) we did not find a distinct seasonality. Additional stratified analyses did not reveal any clear differences between age groups, the sexes, or between active and passive case finding. Conclusion We found seasonality in extra-pulmonary TB only, indicating that seasonality of disease onset might be specific to the disease site. This could point towards differences in disease progression between the different clinical disease manifestations. Sex appears not to be an important driver of seasonality, whereas the role of age remains unclear as this could not be sufficiently investigated.

A Time Series Analysis of International ICT Spillover

2011 ◽  
pp. 373-386
Author(s):  
Juan Juan Zhang ◽  
Sang-Yong Tom Lee
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Analysis ◽  
Total Factor Productivity ◽  
Communication Technology ◽  
Factor Productivity ◽  
Series Analysis ◽  
Information And Communication ◽  
The Relationship

This article studies the role of international spillover of information and communication technology (ICT) in economic growth. We examine the performance of ten countries from 1982 to 1999. By empirically analyzing the relationship between total factor productivity (TFP) and domestic and foreign ICT investment with time series analysis tools, we find limited evidence that there exist international ICT spillovers for a group of countries. Further, we discuss the possible ICT policies to improve productivity and balance out a win-win situation for both ICT spillover sending and receiving countries.

scholarly journals Alcohol and Suicide in Belarus

2009 ◽  
Vol 24 (S1) ◽  
pp. 1-1
Author(s):  
Y. Razvodovsky
Keyword(s):  
Time Series ◽  
Alcohol Consumption ◽  
Time Series Analysis ◽  
Suicide Rate ◽  
Series Analysis ◽  
Modifiable Factors ◽  
Study Support ◽  
Per Capita ◽  
Former Soviet Republics

Background:It is well recognized that both acute and chronic alcohol use are among the major behaviorally modifiable factors that are associated with suicidal behaviour. High suicide rate in the former Soviet Republics and its profound fluctuation over the past decades have attracted considerable interest. There is mounting evidence that the role of alcohol is a crucial in understanding this phenomenon.Aim:To estimate the aggregate level effect of alcohol on the suicide rate in the former Soviet republic Belarus.Method:Trends in alcohol consumption per capita and suicides rate from 1979 to 2007 were analyzed employing ARIMA time series analysis.Results:According to Bureau of Forensic Medicine autopsy reports the number of BAC-positive suicides increased by 47.7% (from 10.7 to 15.8 per 100.000) and number of BAC-negative suicides increased by 31.4% (from 7 to 9.2 per 100.000). Alcohol in blood was found in 62% suicide victims for the whole period, with the minimum figure 49.3% in 1988 and maximum 68.5% in 1981. The results from the time series analysis indicated the presence of a statistically significant association between the alcohol consumption and BAC-positive suicide rates, while changes in the number of BAC-negative suicides were not related to fluctuation in alcohol consumption level. The analysis suggests that a 1 litre increase in alcohol consumption per capita would result in a 10,9% increase in a number of BAC-positive suicides.Conclusion:The results of present study support the idea that alcohol was responsible for the fluctuation in suicide rate in Belarus.

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