A Proposal of Two-step Autoregressive Model

Abstract Autoregressive (AR) model and conditional autoregressive (CAR) model are specific regressive models in which independent variables and dependent variable imply the same object. They are powerful statistical tools to predict values based on correlation of time domain and space domain, which are useful in epidemiology analysis. In this research, I combine them by the simple way in which AR and CAR is estimated in two separate steps so as to cover time domain and space domain in spatial-temporal data analysis. Moreover, I integrate logistic model into CAR model, which aims to improve competence of autoregressive models.