Application and comparison of time series models to AIDS data

A class of space time bilinear (STBL) models have been proposed by Dai and Billard (1998). In this paper we have applied these newly developed STBL models, existing space time autoregressive and moving average (STARMA) models, and the standard nonspatial linear autoregressive and moving average (ARMA) models to a set of reported AIDS data in U.S. and compared the results. The STBL models were found to be the best fit to our AIDS data; a discussion of the findings is given.