Table 2.
Stationary and non-stationary time series regression models used in epidemiology.
S. no. | Time series model | Model description |
---|---|---|
Stationary time series regression model | ||
1. | Autoregressive model (AR) | Present values explicated linearly based on previous values and present residuals |
2. | Moving Average (MA) | Present values of time series explicated linearly for previous values and the time series residuals |
3. | Autoregressive Moving Average (ARMA) | As a combination of AR and MA, present values of time series explicated linearly for current values but also previous and present residuals |
Non-stationary time series regression model | ||
4. | Autoregressive Integrated Moving Average (ARIMA) | Based on the ARMA model, but a differencing procedure transforming non-stationary data to stationary data |
5. | Seasonal Autoregressive Integrated Moving Average (SARIMA) | Based on the ARIMA model, but also includes seasonal differencing, in case of data has periodic patterns |