Modeling the monthly of mortality using the process GARCH , AR-GARCH


AbstractWe describe in this paper some properties of processes GARCH ,mixed AR-GARCH that use for modeling time series which have randomly varying volatility or hetroscedasticity , with many studies here begin by Engle, 1982 . We apply this models for monthly mortality data in Salahudeen state and found that the best model is AR-GARCH for predication ,which deal with mean and variance.