Research Article
Forecasting COVID-19 Cases Using Alpha-Sutte Indicator: A Comparison with Autoregressive Integrated Moving Average (ARIMA) Method
Table 4
Results of residual analysis—USA series.
| | Model | Box-Ljung test on residuals( value) | Box-Ljung test on squared residuals( value) | Jarque Bera test( value) | Arch LM test( value) |
| | ARIMA (3,2,3) | 2.2e-16 | 0.01489 | 7.598e-07 | 0.001 | | ARIMA (3,2,4) | 2.2e-16 | 0.02482 | 4.53e-08 | 0.001 | | ARIMA (4,2,4) | 2.2e-16 | 0.04135 | 3.205e-08 | 0.001 |
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