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The Validity of Autoregressive Integrated Moving Average Approach to Forecast the Spread of COVID-19 Pandemic in Africa

Africa’s first COVID-19 case was recorded in Egypt on February 14, 2020. Although it is not as expected by the World Health Organization (WHO) and other international organizations, currently a large number of Africans are getting infected by the virus. In this work, we studied the trend of the COVID-19 outbreak generally in Africa as a continent and in the five African regions separately. The study also investigated the validity of the ARIMA approach to forecast the spread of COVID-19 in Africa. The data of daily confirmed new COVID-19 cases from February 15 to October 16, 2020, were collected from the official website of Our World in Data to construct the autoregressive integrated moving average (ARIMA) model and to predict the trend of the daily confirmed cases through STATA 13 and EViews 9 software. The model used for our ARIMA estimation and prediction was (3, 1, 4) for Africa as a continent, ARIMA (3, 1, 3) for East Africa, ARIMA (2, 1, 3) for West Africa, ARIMA (2, 1, 3) for Central Africa, ARIMA (1, 1, 4) for North Africa, and ARIMA (4, 1, 5) for Southern Africa. Finally, the forecasted values were compared with the actual number of COVID-19 cases in the region. At the African level, the ARIMA model forecasted values and the actual data have similar signs with slightly different sizes, and there were some deviations at the subregional level. However, given the uncertain nature of the current COVID-19 pandemic, it is helpful to forecast the future trend of such pandemics by employing the ARIMA model.