Exploring the Correlation between the Suicide Rate and Relevant Macro-economic Variables Using the Times Series Model
According to a WHO report, suicide will become the ninth of the global top ten causes of death by 2020 (the eighth in the developing nations). Therefore, the subject of suicide has become a highly focused public health issue in the world. In recent years, the global economic slowdown pushed many countries into a financial crisis and brought along issues of peoples livelihood and social security. Fluctuation in the economy is closely related to the securities market. “The stock market is the window to the economy. The financial crisis that hit globally in recent years has had a serious impact on both trading volumes and stock prices in the market. Many people fell into depression due to losses in the stock market and some developed chronic mental illness, which brought many of them to end their own lives. Therefore, this research makes an attempt to explore whether the variables of macro-economics have a direct influence on the suicide rate through studies on the influence of the macro-economic variables on the stock index. To tackle this issue, this research began screening out key macro-economic indicators that affect the weighted stock index, including the interest rate, exchange rate, unemployment rate, leading indicators, coincident indicators, and monetary aggregate from relevant research literature and analyze the indicators through the multiple regression model, time series unit root test, and ARIMA Transformational Model. Results of the empirical study indicate a significant correlation between the suicide rate and unemployment rate, as well as monetary aggregate. The unemployment rate is found to have a positive correlation to the suicide rate with a delay of two time intervals and monetary aggregate to suicide rate with a delay of three time intervals. Results of this empirical study provide a reference for the relevant authorities in policymaking for suicide related prevention and education.
suicide rate unemployment rate ARIMA transformational model unit root test time series
Min-Huei Hsu Shu-Yu Yang
The Graduate Institute of Biomedical Informatics Division of Neurosurgery, Wan Fan Hospital Taipei M The Graduate Institute of Biomedical Informatics Taipei Medical University Taipei, Taiwan
国际会议
2011 International Conference on Database and Data Mining(ICDDM 2011)(2011年数据库和数据挖掘国际会议)
三亚
英文
93-97
2011-03-25（万方平台首次上网日期，不代表论文的发表时间）