TABLE 4.
SARIMAX result summary for daily confirmed cases
| SARIMAX results | |||
|---|---|---|---|
| Dep. variable: | Daily confirmed | No. observations | 404 |
| Model | SARIMAX(4, 1, 5)×(4, 1, 5, 9) | Log likelihood | −3712.046 |
| Date | Fri, 22 Apr 2022 | AIC | 7462.091 |
| Time | 09:11:57 | BIC | 7537.642 |
| Sample | 0 | HQIC | 7492.028 |
| –404 | |||
| Covariance type | opg | ||
| coef | std err | z | P > |z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | 0.7939 | 0.030 | 26.502 | 0.000 | 0.735 | 0.853 |
| ar.L2 | −1.4358 | 0.032 | −45.423 | 0.000 | −1.498 | −1.374 |
| ar.L3 | 0.7950 | 0.032 | 24.933 | 0.000 | 0.732 | 0.857 |
| ar.L4 | −0.9865 | 0.025 | −39.866 | 0.000 | −1.035 | −0.938 |
| ma.L1 | −1.1329 | 0.114 | −9.898 | 0.000 | −1.357 | −0.909 |
| ma.L2 | 1.5383 | 0.168 | 9.152 | 0.000 | 1.209 | 1.868 |
| ma.L3 | −1.0728 | 0.237 | −4.518 | 0.000 | −1.538 | −0.607 |
| ma.L4 | 0.9236 | 0.189 | 4.894 | 0.000 | 0.554 | 1.294 |
| ma.L5 | −0.1590 | 0.148 | −1.073 | 0.283 | −0.449 | 0.131 |
| ar.S.L9 | 0.0702 | 1.302 | 0.054 | 0.957 | −2.482 | 2.622 |
| ar.S.L18 | −0.3919 | 1.072 | −0.365 | 0.715 | −2.494 | 1.710 |
| ar.S.L27 | −0.5440 | 0.822 | −0.662 | 0.508 | −2.156 | 1.067 |
| ar.S.L36 | 0.0223 | 0.958 | 0.023 | 0.981 | −1.855 | 1.900 |
| ma.S.L9 | −0.7236 | 1.282 | −0.564 | 0.572 | −3.236 | 1.789 |
| ma.S.L18 | 0.3973 | 1.558 | 0.255 | 0.799 | −2.656 | 3.451 |
| ma.S.L27 | 0.1201 | 1.426 | 0.084 | 0.933 | −2.674 | 2.914 |
| ma.S.L36 | −0.3731 | 1.268 | −0.294 | 0.769 | −2.858 | 2.112 |
| ma.S.L45 | −0.1721 | 0.751 | −0.229 | 0.819 | −1.644 | 1.299 |
| sigma2 | 1.681e+07 | 1.18e‐06 | 1.42e+13 | 0.000 | 1.68e+07 | 1.68e+07 |
| Ljung–Box (L1) (Q) | 3.76 | Jarque–Bera (JB) | 265.74 |
|---|---|---|---|
| Prob(Q) | 0.05 | Prob(JB) | 0.00 |
| Heteroskedasticity (H) | 40.89 | Skew | −0.84 |
| Prob(H) (two‐sided) | 0.00 | Kurtosis | 6.66 |