Autocorrelation and cross-correlation in time series of homicide and attempted homicide

A. Machado Filho, M.F. da Silva and G.F. Zebende

Physica A: Statistical Mechanics and its Applications, 2014, vol. 400, issue C, 12-19

Abstract: We propose in this paper to establish the relationship between homicides and attempted homicides by a non-stationary time-series analysis. This analysis will be carried out by Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρDCCA(n). Through this analysis we can identify a positive cross-correlation between homicides and attempted homicides. At the same time, looked at from the point of view of autocorrelation (DFA), this analysis can be more informative depending on time scale. For short scale (days), we cannot identify auto-correlations, on the scale of weeks DFA presents anti-persistent behavior, and for long time scales (n>90 days) DFA presents a persistent behavior. Finally, the application of this new type of statistical analysis proved to be efficient and, in this sense, this paper can contribute to a more accurate descriptive statistics of crime.

Keywords: DFA; DCCA; DCCA cross-correlation coefficient; Crime; Homicide (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (32)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19

DOI: 10.1016/j.physa.2014.01.015

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