Logo Lanfrica
  • Home
  • Atlas
  • Insights
  • Docs
  • Sign in

© 2026 Lanfrica. All rights reserved. All copyrights of the resources shown on the Lanfrica website belong to the original copyright holders, unless explicitly stated otherwise.

<p>Granger causality Wald tests (Toda-Yamamoto).</p>

Domain:

socioeconomichealthcare

Record type:

paper
Creator:
N’ASar
Host:avatar

This study aimed to predict the short-term trends of confirmed COVID-19 cases and the MASI stock index in Morocco using the ARIMA method. COVID-19 case data were obtained from Our World in Data, while MASI stock market data were obtained from Investing.com. The dataset covered the period from March 2, 2020 to April 28, 2022. To develop the predictive model, data from March 2, 2020 to April 28, 2022, were used for training. Data from April 22, 2022 to April 28, 2022, were used for model fitting for COVID-19 cases, and from April 25, 2022 to April 29, 2022, for the MASI index. Based on these models, we conducted short-term forecasts for April 29, 2022 to May 1, 2022, for COVID-19 cases, and May 4, 2022 to May 6, 2022, for the MASI index. The forecasting accuracy was mainly evaluated using the mean absolute percentage error (MAPE). Furthermore, we applied the Granger causality test to investigate the potential directional relationship between COVID-19 case trends and MASI index fluctuations. To the best of our knowledge, this is the first study to perform short-term forecasting of both COVID-19 cases and the MASI stock index in Morocco while also assessing their dynamic interplay, providing a novel contribution to the intersection of epidemiological and financial modeling in the region.

Visit

figshare.com

Languages

Mashi

Tags

MedicineInfectious DiseasesEnvironmental Sciences not elsewhere classifiedBiological Sciences not elsewhere classifiedMathematical Sciences not elsewhere classifiedInformation Systems not elsewhere classifiedpotential directional relationshipgranger causality testmainly evaluated usingmasi index fluctuations+32

Licenses

CC BY 4.0

Similar

Economic growth and education in Morocco: Cointegration and Toda Yamamoto Granger CausalityOil Price and Macroeconomic Fundamentals in African Net Oil-Exporting Countries: Evidence from Toda–Yamamoto and Homogeneous Causality TestsAGRICULTURAL OUTPUT AND POVERTY IN NIGERIA: EVIDENCE FROM THE TODA–YAMAMOTO CAUSALITY APPROACHEducational levels and economic growth in Nigeria: Evidence from ARDL and Toda-Yamamoto causality approachesElectricity Consumption, Power Reliability, and Productivity in Nigeria: Evidence from ARDL and Toda–Yamamoto Causality Approach<p>Descriptive Statistics and Normality Tests.</p>

Economic growth and education in Morocco: Cointegration and Toda Yamamoto Granger Causality

International audience This paper aims to investigate the cointegration and causal ef

Oil Price and Macroeconomic Fundamentals in African Net Oil-Exporting Countries: Evidence from Toda–Yamamoto and Homogeneous Causality Tests

Abstract Despite the wealth of literature on the oil price growth examinations, the

AGRICULTURAL OUTPUT AND POVERTY IN NIGERIA: EVIDENCE FROM THE TODA–YAMAMOTO CAUSALITY APPROACH

Despite agriculture contributing about one-quarter of Nigeria's Gross Domestic Product (GDP) and emp

Educational levels and economic growth in Nigeria: Evidence from ARDL and Toda-Yamamoto causality approaches

The declining gap between education and economic growth in Nigeria needs urgent policy attention. Th

Electricity Consumption, Power Reliability, and Productivity in Nigeria: Evidence from ARDL and Toda–Yamamoto Causality Approach

This study interrogates the energy reliability–productivity nexus in developing economies, with spec

<p>Descriptive Statistics and Normality Tests.</p>

This study empirically investigates the short- and long-term impacts of climatic and non-cli