Wednesday, March 17, 2010

Model-Based Forecast Means of Suicides and Homicides


Since the data for both time series—annual gun-related suicides and homicides--show neither a linear trend nor seasonality, the data are best described as a local level model, or a random walk with errors.

For 2005 (1 year out), the model-based forecast mean for gun-related suicides is 0.958, with 95% confidence interval (0.231, 1.685), and the model-based forecast mean for gun-related homicides is 0.196, with 95% confidence interval (-0.120, 0.512).

For 2014 (10 years beyond the last time point of the model), the model-based forecast mean for gun-related suicides is 0.958, the same as that for 2005, but with a larger 95% confidence interval (-0.420, 2.335). Similarly, the 2014 model-based forecast mean for gun-related homicides is 0.958, the same as that for 2005, but with larger 95% confidence interval (-0.185, 0.577).

In my previous post, my predictions had unrealistically tighter bounds for 2005 and 2014: 0.8 suicides with 95% confidence interval (0.7, 0.9) and 0.15 homicides, with 95% confidence interval (0.1, 0.2).

Intro: Forecast of Suicides and Homicides



Data on annual gun-related suicides and homicides, per 100,000 people, were collected by Australian authorities, for a period of 90 years from 1915 to 2004.
The figure above shows annual gun-related suicides and homicides per 100,000, over a period of 90 years, from 1915 to 2004.
My forecast (95% interval) for 2005 are 0.8 suicides and 0.15 homicides, with 95% confidence intervals of (0.7, 0.9) and (0.1, 0.2), respectively. For 2014, I forecast 0.8 suicides and 0.15 homicides, with 95% confidence intervals of (0.5, 1.0), and (0, 0.3), respectively.