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Table 1 Parameters for GARCH (estimated from raw mortality series; de-trended linear model residuals) and ARMA (estimated from the expected mortality series; de-trended linear model residuals) models

From: Statistical process control of mortality series in the Australian and New Zealand Intensive Care Society (ANZICS) adult patient database: implications of the data generating process

Model

Coefficient

P

UL_95% CI

LL_95% CI

Raw mortality

    

ARMA

    

Autoregressive parameters

    

L24

0.174

0.016

0.033

0.316

Moving average parameters

    

L1

−0.148

0.021

−0.274

−0.022

L15

0.265

0.000

0.128

0.402

L17

−0.203

0.003

−0.340

−0.067

ARCH

    

L1

0.014

0.464

−0.024

0.052

GARCH

    

L1

0.996

0.000

0.931

1.061

Expected mortality

    

ARMA

    

Autoregressive parameters

    

L1

0.145

0.045

0.003

0.288

ARMA12

    

Autoregressive parameters

    

L1

0.132

0.075

−0.031

0.277

  1. L lag.