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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.