A GSADF bubble test analysis for COVID-19 pandemic

被引:0
|
作者
Shin, Jiwon [1 ]
Shin, Dong Wan [1 ]
机构
[1] Ewha Womans Univ, Dept Stat, 52 Ewhayeodae Gil, Seoul 03760, South Korea
基金
新加坡国家研究基金会;
关键词
COVID-19; GSADF; Bubble test; Bubble date-stamping; EXPLOSIVE BUBBLES; RATIONAL BUBBLES; STOCK; EXUBERANCE; MARKET;
D O I
10.5351/KJAS.2020.33.5.655
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We apply the GSADF bubble test and its date-stamping method for the daily number of new COVID-19 cases. The test indicates statistically significant explosive expansions of the number of new cases whose periods of panic explosion are identified by the date-stamping method of the bubble test. The date-stamping analysis reveals that as of June 30 2020, the number of daily COVID-19 new cases are still explosively increasing for India; however, they stop explosively increasing (or are under control) for USA, Brazil, Russia, Spain, Turkey, China, and South Korea. It also reveals that South Korea has two disjoint periods of explosion: a stable period follows after the first explosion of 2020.02.20-2020.03.06, and then the second explosion occurs 2020.05.27-2020.06.01 with a stable period that continues up to 2020.06.30.
引用
收藏
页码:655 / 664
页数:10
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