Following the declaration by the World Health Organisation (WHO) on 11 March 2020, that the global COVID-19 outbreak had become a pandemic, South Africa implemented a full lockdown from 27 March 2020 for 21 days. The full lockdown was implemented after the publication of the National Disaster Regulations (NDR) gazette on 18 March 2020. The regulations included lockdowns, public health measures, movement restrictions, social distancing measures, and social and economic measures. We developed a hybrid model that consists of a long-short term memory auto-encoder (LSTMAE) and the kernel quantile estimator (KQE) algorithm to detect change-points. Thereafter, we utilised the Bayesian structural times series models (BSTSMs) to estimate the causal effect of the lockdown measures. The LSTMAE and KQE, successfully detected the changepoint that resulted from the full lockdown that was imposed on 27 March 2020. Additionally, we quantified the causal effect of the full lockdown measure on population mobility in residential places, workplaces, transit stations, parks, grocery and pharmacy, and retail and recreation. In relative terms, population mobility at grocery and pharmacy places decreased significantly by −17,137.04% (p-value = 0.001 < 0.05). In relative terms, population mobility at transit stations, retail and recreation, workplaces, parks, and residential places decreased significantly by −998.59% (p-value = 0.001 < 0.05), −1277.36% (p-value = 0.001 < 0.05), −2175.86% (p-value = 0.001 < 0.05), −370.00% (p-value = 0.001< 0.05), and −22.73% (p-value = 0.001 < 0.05), respectively. Therefore, the full lockdown Level 5 imposed on March 27, 2020 had a causal effect on population mobility in these categories of places.
Edgeworth expansion for the kernel quantile estimator
