MULTIVARIATE TIME SERIES ANALYSIS IN MODELLING MALARIA CASES IN JIMETA METROPOLIS OF ADAMAWA STATE, NIGERIA

Abstract

Sub-Sahara Africa harbours most of the Malaria burden including Nigeria. There are scanty studies that aim at modelling these cases particularly in the study area. This study therefore, focused on a multivariate time series model for malaria cases among the residents in Jimeta metropolis of Adamawa State. A secondary data on reported malaria cases for adults, pregnant women and children was collected from January 2011 to December 2020 on monthly basis from medical records at the specialist Hospital, Jimeta, Yola, Adamawa State. The vector autoregressive (VAR) model was employed for modelling. A descriptive analysis was performed on the data. The lag order selection for stationary VAR model suggest lag three as the optimal lag for VAR model with malaria cases among children, adult and pregnant women. To assess how well the model fit the data set, AIC of 26.9458 for model with lag (3) was best. The Breusch-Godfrey LM test for residual serial correlation of VAR model suggest no autocorrelation at each lag, there is no problem of autocorrelation, since the associated p-value is greater than the conventional 0.05 level of significance. Jarque-Bera test shows that the residuals are not normally distributed and the forecast made showed that, rates of malaria cases are higher among adult followed by children and then pregnant women.