TABLE 5.
SARIMAX results for daily recovered cases
| SARIMAX results | |||
|---|---|---|---|
| Dep. variable | Daily recovered | No. observations | 404 |
| Model | SARIMAX(5, 1, 1)×(5, 1, 1, 9) | Log‐likelihood | −3748.631 |
| Date | Wed, 27 Apr 2022 | AIC | 7523.262 |
| Time | 17:34:01 | BIC | 7574.955 |
| Sample | 0 | HQIC | 7543.745 |
| − 404 | |||
| Covariance Type: | opg | ||
| coef | std err | z | P > |z| | [0.025 | 0.975] | |
|---|---|---|---|---|---|---|
| ar.L1 | −1.5075 | 0.040 | −37.374 | 0.000 | −1.587 | −1.428 |
| ar.L2 | −0.7813 | 0.065 | −11.931 | 0.000 | −0.910 | −0.653 |
| ar.L3 | −0.3513 | 0.081 | −4.343 | 0.000 | −0.510 | −0.193 |
| ar.L4 | −0.1132 | 0.074 | −1.527 | 0.127 | −0.259 | 0.032 |
| ar.L5 | −0.0015 | 0.038 | −0.040 | 0.968 | −0.077 | 0.074 |
| ma.L1 | 0.9776 | 0.019 | 50.572 | 0.000 | 0.940 | 1.016 |
| ar.S.L9 | 0.0068 | 0.041 | 0.165 | 0.869 | −0.074 | 0.088 |
| ar.S.L18 | 0.0964 | 0.045 | 2.126 | 0.033 | 0.008 | 0.185 |
| ar.S.L27 | 0.0731 | 0.041 | 1.764 | 0.078 | −0.008 | 0.154 |
| ar.S.L36 | 0.0183 | 0.052 | 0.349 | 0.727 | −0.084 | 0.121 |
| ar.S.L45 | 0.0459 | 0.045 | 1.028 | 0.304 | −0.042 | 0.133 |
| ma.S.L9 | −0.9985 | 0.045 | −22.062 | 0.000 | −1.087 | −0.910 |
| sigma2 | 1.023e+07 | 4.54e‐09 | 2.25e+15 | 0.000 | 1.02e+07 | 1.02e+07 |
| Ljung–Box (L1) (Q) | 0.00 | Jarque–Bera (JB) | 317.69 |
|---|---|---|---|
| Prob(Q) | 0.99 | Prob(JB) | 0.00 |
| Heteroskedasticity (H) | 8.58 | Skew | −0.07 |
| Prob(H) (two‐sided) | 0.00 | Kurtosis | 7.40 |