Modelling Covid-19 Pandemic in Nigeria using Multivariate Autoregressive Distributed Lag-Moving Average Models

Abstract:

The aim of this paper was to study the trend of COVID-19 cases and fit appropriate multivariate time series models as research to complement the clinical and non-clinical measures against the menace. The cases of COVID-19, as reported by the National Centre for Disease Control (NCDC) on a daily and weekly basis, include Total Cases (TC), New Cases (NC), Active Cases (AC), Discharged Cases (DC) and Total Deaths (TD). The three waves of the COVID-19 pandemic are graphically represented in the various time plots, indicating the peaks as (June–August, 2020), (December–February, 2021), and (July–September, 2021). Multivariate Autoregressive Distributed Lag Models (MARDLM) and Multivariate Autoregressive Distributed Lag Moving Average (MARDL-MA) models have been found to be suitable for fitting different categories of the COVID-19 pandemic in Nigeria. The graphical representation and estimates have shown a gradual decline in the reported cases after the peak in September 2021. So far, the introduction of vaccines and non-pharmaceutical measures by relevant organisations are yielding plausible results, as evident in the recent decrease in New Cases, Active Cases and an increasing number of Discharged Cases, with fewer deaths. This paper advocates consistency in all clinical and non-clinical measures as a way towards the extinction of the dreaded COVID-19 pandemic in Nigeria and the world.