Vector Autoregression for Forecasting the Number of COVID-19 Cases and Analyzing Behavioral Indicators in the Philippines: Ecologic Time-Trend Study
Authors: Latorre Angelica Anne Eligado , Nakamura Keiko , Seino Kaoruko , Hasegawa Takanori 
Published: June 2023

Background
Traditional surveillance systems rely on routine collection of data. The inherent delay in retrieval and analysis of data leads to reactionary rather than preventive measures. Forecasting and analysis of behavior-related data can supplement the information from traditional surveillance systems.

Objective
We assessed the use of behavioral indicators, such as the general public’s interest in the risk of contracting SARS-CoV-2 and changes in their mobility, in building a vector autoregression model for forecasting and analysis of the relationships of these indicators with the number of COVID-19 cases in the National Capital Region.

Methods
An etiologic, time-trend, ecologic study design was used to forecast the daily number of cases in 3 periods during the resurgence of COVID-19. We determined the lag length by combining knowledge on the epidemiology of SARS-CoV-2 and information criteria measures. We fitted 2 models to the training data set and computed their out-of-sample forecasts. Model 1 contains changes in mobility and number of cases with a dummy variable for the day of the week, while model 2 also includes the general public’s interest. The forecast accuracy of the models was compared using mean absolute percentage error. Granger causality test was performed to determine whether changes in mobility and public’s interest improved the prediction of cases. We tested the assumptions of the model through the Augmented Dickey-Fuller test, Lagrange multiplier test, and assessment of the moduli of eigenvalues.

Results
A vector autoregression (8) model was fitted to the training data as the information criteria measures suggest the appropriateness of 8. Both models generated forecasts with similar trends to the actual number of cases during the forecast period of August 11-18 and September 15-22. However, the difference in the performance of the 2 models became substantial from January 28 to February 4, as the accuracy of model 2 remained within reasonable limits (mean absolute percentage error [MAPE]=21.4%) while model 1 became inaccurate (MAPE=74.2%). The results of the Granger causality test suggest that the relationship of public interest with number of cases changed over time. During the forecast period of August 11-18, only change in mobility (P=.002) improved the forecasting of cases, while public interest was also found to Granger-cause the number of cases during September 15-22 (P=.001) and January 28 to February 4 (P=.003).

Conclusions
To the best of our knowledge, this is the first study that forecasted the number of COVID-19 cases and explored the relationship of behavioral indicators with the number of COVID-19 cases in the Philippines. The resemblance of the forecasts from model 2 with the actual data suggests its potential in providing information about future contingencies. Granger causality also implies the importance of examining changes in mobility and public interest for surveillance purposes.