AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODEL FOR DETECTING SPATIAL DEPENDENCE IN INDONESIAN INFANT MORTALITY DATA

Abstract

Infant mortality is an important indicator that must to be monitored seriously. The infant mortality is associated with several determinants, such as the infant’s characteristics, maternal and fertility factors, housing condition, geographical area, and policy. It can also be influenced by the presence of spatial dependence between regency in Indonesia. This is due to the social and economic activity in one regency depend on social and economic activity in other regency, especially with neighboring area. Infant mortality data obtained from Indonesian Demographic and Health Survey (IDHS) published by Statistic Indonesia (BPS). In BPS’s publication, data is always sorted by regency code from the smallest to the largest. Therefore, the closeness of the regency code refers to the closeness of the regency itself. the infant mortality data by regency could be analogized as time series data. So that, the relationship between regency can be seen using Autoregressive Moving Average (ARMA) model. If the parameter at ARMA is significant, we can conclude that there is a spatial dependence on the infant mortality in Indonesia. This paper will focus on discussing whether there is a spatial dependenc in Indonesia’s Infant Mortality Data using ARMA approach. The result is the Autocorrelation Function (ACF) showed a significant effect until lag 3, and Partial Autocorrelation Function (PACF) showed a significant effect until lag 1. Based on Bayesian Information Criterion (BIC), the AR(1) fitted the model well. It shows that the probability of infant mortality in one regency is affected by probability of infant mortality in neighboring regency.
Key words : ARMA, spatial dependence, infant mortality, IDHS