Multivariate time series analysis on the dynamic relationship between Class B notifiable diseases and gross domestic product (GDP) in China

Abstract

Abstract The surveillance of infectious diseases is of great importance for disease control and prevention, and more attention should be paid to the Class B notifiable diseases in China. Meanwhile, according to the International Monetary Fund (IMF), the annual growth of Chinese gross domestic product (GDP) would decelerate below 7% after many years of soaring. Under such circumstances, this study aimed to answer what will happen to the incidence rates of infectious diseases in China if Chinese GDP growth remained below 7% in the next five years. Firstly, time plots and cross-correlation matrices were presented to illustrate the characteristics of data. Then, the multivariate time series (MTS) models were proposed to explore the dynamic relationship between incidence rates and GDP. Three kinds of MTS models, i.e., vector auto-regressive (VAR) model for original series, VAR model for differenced series and error-correction model (ECM), were considered in this study. The rank of error-correction term was taken as an indicator for model selection. Finally, our results suggested that four kinds of infectious diseases (epidemic hemorrhagic fever, pertussis, scarlet fever and syphilis) might need attention in China because their incidence rates have increased since the year 2010.