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
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: International Journal of Nonlinear Analysis and Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.