TOTAL NEW HIV INFECTIONS IN THAILAND: A BOX-JENKINS ARIMA APPROACH

Abstract

Using annual time series data on the total number of new HIV infections in Thailand from 1990 – 2018, the study makes predictions for the period 2019 – 2030. The study applies the Box-Jenkins ARIMA methodology. The diagnostic ADF tests show that, F, the series under consideration is an I (0) variable. Based on the AIC, the study presents the optimal model; the ARIMA (3, 0, 0) model, which is equivalent to an AR (3) process. The residual correlogram further reveals that the presented model is not only adequate but also stable and its residuals are not serially correlated. The results of the study indicate that the total number of new HIV infections in Thailand is likely to continue to decline over the out-of-sample period. However, the country’s ambition to end AIDS by 2030 (Thai National AIDS Committee, 2014), will not be achieved; given that the pace of the decline in new HIV infections has also slowed over the years.