Autoregressive Integrated Moving Average (ARIMA) Intervention Analysis Model for the Major Crimes in Ghana. (The case of the Eastern Region)
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Date
2012-06-12
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Abstract
This research work sought to estimate and assess the nature of the impact of the establishment and operations of the Community Policing Unit of the Ghana Police Service as a major intervention in crime prevention and control in Ghana using ARIMA intervention analysis.
Using time series data (total monthly crime for the five major crime categories) covering the period 2000 to 2011 obtained from the Regional Crime Unit of the Eastern Regional Command of the Ghana Police Service, an impact assessment model was obtained. Empirical results from the study indicate that the pre-intervention period could best be modeled with an AR(1) error process based on which the full intervention model was obtained. The intervention event actually had an effect of reducing crime in the region by an approximate monthly reduction of 16 cases, which however was found to be abrupt but temporal and statistically significant. Its corresponding long term effect was also found to be approximately a reduction of 17 which is almost the same as the intervention effect. However, statistically insignificant rate of decay ( ) of 0.0406 resulted in the temporal nature of the duration of the effect of the intervention.
The results concluded that the overall intervention model was statistically significant based on the hypothesis tests by means of the Portomanteau test (Ljung-Box and Pierce), coupled with the analysis of the residual plots as well as the penalty statistics (as in AICs, AICcs and BICs) based on the principle of parsimony. Appropriate recommendations have been made based on the conclusions from the findings for consideration.
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A Thesis submitted to the School of Graduate Studies Kwame Nkrumah University of Science and Technology, Kumasi in partial fulfillment of
the requirements for the degree of
Master of Philosophy in Applied Mathematics, May-2012