Statistical Inference for Space Time Series Model with Application to Mumps Data

Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.