Forecasting COVID-19 Cases Using Alpha-Sutte Indicator: A Comparison with Autoregressive Integrated Moving Average (ARIMA) Method

Table 5

Results of residual analysis.

Country	Model	Box-Ljung test on residuals( value)	Box-Ljung test on squared residuals( value)	Jarque Bera test( value)	Arch LM test( value)
Brazil	ARIMA (3,2,2)	2.2e-16	0.0072	2.2e-16	5.4826e-05
	ARIMA (2,2,2)	2.2e-16	0.0017	2.2e-16	8.2622e-06
	ARIMA (4,2,1)	2.2e-16	0.0008	2.2e-16	3.0266e-07
Italy	ARIMA (2,2,2)	2.39e-11	2.98e-07	2.2e-16	0.001
	ARIMA (2,2,3)	9.36e-12	1.59e-07	2.2e-16	0.001
	ARIMA (3,2,3)	1.88e-12	2.09e-07	2.2e-16	0.001
India	ARIMA (0,2,2)	2.2e-16	0.3965	2.2e-16	0.3481
	ARIMA (1,2,0)	2.2e-16	0.5325	2.2e-16	0.2552
	ARIMA (0,2,3)	2.2e-16	0.3970	2.2e-16	0.3469
New Zealand	ARIMA (0,2,2)	0.076	7.76e-11	2.2e-16	0.001
	ARIMA (0,2,3)	0.055	4.23e-11	2.2e-16	0.001
	ARIMA (1,2,2)	0.055	5.37e-11	2.2e-16	0.001
Pakistan	ARIMA (0,2,4)	0.062	0.0320	2.2e-16	2e-08
	ARIMA (0,2,5)	0.059	0.019	2.2e-16	3.28e-09
	ARIMA (1,2,3)	0.044	0.028	2.2e-16	3.66e-08
Spain	ARIMA (2,2,4)	2.2e-16	4.78e-09	2.2e-16	0.001
	ARIMA (2,2,5)	2.2e-16	6.21e-09	2.2e-16	0.001
	ARIMA (3,2,4)	2.2e-16	7.38e-09	2.2e-16	0.001
South Africa	ARIMA (2,2,2)	7.95e-12	0.0007	2.2e-16	0.001
	ARIMA (3,2,2)	2.2e-16	0.0005	2.2e-16	0.001
	ARIMA (3,2,1)	2.2e-16	0.057	2.2e-16	1.11e-16