International Journal of Nonlinear Analysis and Applications

Time series analysis of the number of Covid-19 deaths in Iraq

Document Type : Research Paper

Authors

Department of Mathematics, College of Science, University of Baghdad, Iraq

Abstract

In this paper, the time series data for the number of deaths from Coronavirus (COVID-19) patients in Iraq were analyzed for the period from 4/3/2020 to 18/2/2021. ARCH, GARCH, and TGARCH models were applied due to the changing volatility of the series leading to a heteroscedastic variance. The appropriate models for the series were diagnosed and the best model was chosen and used for forecasting by the exponential smoothing methods. The comparison criterion used was the Root Mean Squared Error and the Sum of Squared Residuals. The most appropriate model for modeling and forecasting the Coronavirus deaths series in Iraq was diagnosed as TGARCH (1,1). Finally, the method of Holt-winter-additive forecasting was the best method among the

Keywords

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International Journal of Nonlinear Analysis and Applications
Volume 12, Issue 2
November 2021
Pages 1997-2007
  • Receive Date: 30 March 2021
  • Revise Date: 14 June 2021
  • Accept Date: 05 July 2021