ARIMAを使用したモロッコの株式市場とCOVID-19の短期予測と影響分析
N'Adoi Aboagye1, Saralees Nadarajah1
1Department of Mathematics, University of Manchester, Manchester, United Kingdom.
PloS one
|February 12, 2026
まとめ
この研究は,短期的なCOVID-19症例と,ARIMAを使用してモロッコのMASI株式指数を予測しています. また,パンデミック傾向と株式市場の変動の関係も探求し,疫学および金融モデリングに関する新しい洞察を提供します.
科学分野:
- エピデミオロジー エピデミオロジー
- 金融エコノメトリクス
- タイムシリーズ分析 タイムシリーズ分析
背景:
- COVID-19のパンデミックは,世界の経済と金融市場に大きな影響を及ぼしました.
- 公衆衛生危機と株式市場のパフォーマンスとの相互作用を理解することは,経済安定にとって極めて重要です.
研究 の 目的:
- 確認されたCOVID-19症例とモロッコのMASI株式指数の短期的な傾向を予測する.
- COVID-19症例動向とMASI指数変動の間のダイナミックな関係を調査する.
- 疫学モデルと金融モデルの交差点における新しい洞察を寄与する.
主な方法:
- タイムシリーズの予測のために,自動回帰集積移動平均 (ARIMA) モデルを使用しました.
- COVID-19症例の"Our World in Data"とMASIインデックスの"Investing.com"からデータを採用した.
- 2つの変数間の方向的関係を評価するために,グランジャー因果関係テストを適用しました.
主要な成果:
- COVID-19症例とMASI株価指数の両方の短期トレンドを成功裏に予測しました.
- グレンジャー因果関係テストは,パンデミック傾向と株式市場の動きの間の潜在的な方向性に影響についての洞察を提供しました.
- 予測の精度は,平均絶対パーセント誤差 (MAPE) を使用して評価されました.
結論:
- この研究は,COVID-19症例の最初の短期予測とモロッコのMASI株式指数を提供します.
- 地域における公衆衛生指標と金融市場のパフォーマンスとのダイナミックな相互作用を強調しています.
- この調査結果は,政策立案者や投資家が,健康危機や経済変動を回避するために役立つ貴重な情報を提供します.
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