ARIMA Time Series Modelling Of Excess Mortality 1975 – 2021

England & Wales monthly excess mortality by quinary age band & sex: intervention analysis statistical output (rev 1.1)

Back on 18th May I issued the first of a four part series of newsletters that reveal excess mortality by quinary age band and sex for England & Wales for the period 1975 – 2021. A total of 36 time series charts provided a detailed view of trends, cycles and outbreaks of disease over the last 47 years enabling us to get a feel for the health of these two nations. These plots were deliberately left rather raw, being clouds of red dots scattered in time, though I did plonk down a LOESS Gaussian smoothing function to guide the eye.

This morning I am going to build on this work by reporting 36 ARIMA time series models that were developed to characterise these scatters in a formal manner. Output for these is copious indeed, with tables too numerous and too large for presentation in a newsletter format so I am going to try something new and that is to provide a link to the actual output file that is sitting on my Google Drive, the idea being for subscribers to navigate through this under my written guidance. Paid subscribers should already have an introductory newsletter explaining some basics and providing a link to both the necessary software and an example file so let us get stuck straight in with the first of a series of premium posts…

Source

The file you require for this newsletter is EW DOD excess monthly mortality 1975 – 2021 (ARIMA).spv, which may be found sitting in a shared Google Drive folder which may be found here. This is divided into two main sections, the first providing 18 graphs and model output for males and the second providing 18 graphs and model output for females. The graphs should be familiar since they are what I published in the recent series entitled Mortality Impact 1975 – 2021 (parts 1 – 4). It might be a good idea to peruse these first to get a feel for patterns and trends.