ARIMA modelling of birth data

Abstract
In this article the fitting of ARIMA models to time series relating to the births at Edendale Hospital in Natal, South Africa, over a 16-year period is discussed. The model (011)X(011)12 provides andexcellent fit to the monthly totals of mothers delivered but serious discrepancies between estimates of the moving average parameters obtained by the method of unconditional least squares using various statistical computer packages were observed. These can be ascribed to the fact that certain of the packages use the method of backcasting to calculate the unconditional sum-of-squares function in the estimation procedure and this approach breaks down for values of the moving average parameters close to the invertibility boundary. A simulation study to compare the different methods of estimation for the model (011) X (011)12 and to assess the seriousness of discrepancies in the ULS estimates is described. ARIMA models which provided the best fit to the series of monthly totals of caesarean sections performed, breechs births and instrumental deliveries are non-seasonal and reflect a dependence of present on past observations. In contrast the series involving stillbirths and neonatal deaths are white noise indicating that perinatal deaths are random events.

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