A Statistical Study of Lead-Lag Relationship between BCG and DPT Vaccinations in Anambra State: A Cross Spectrum Analysis

Abstract

This study examined the lead-lag relationship between between Bacille Calmette-Guerin (BCG) and Diphtheria, Pertussis and Tetanus (DPT) vaccinations in Anambra State using cross spectrum analysis with BCG as the input series. The monthly data on the number of vaccinations for BCG and DPT were collected from Expanded Programmes on Immunization office in Awka, Anambra State for the period of January, 2012 to December, 2020. The Fisher’s Kappa and Bartlett Komolgorov-Smirnov white noise tests showed that both series were white noise. The series were differenced stationary using Augumented Dickey-fuller test. The coherence squared presented a strong relationship between BCG and DPT vaccinations, though it did not show consistent pattern of relationship, however identified pattern of relationship existed at both lower and higher frequencies. In addition, the phase showed that at lower frequencies BCG led DPT, while at higher frequencies BCG lagged DPT. The analysis showed that there is a high awareness for both vaccinations in the State and it should be sustained by the state government.