rm(list=ls()) # Caution: this clears the Environment
library(haven)
url <- "http://www.ekonometria.wne.uw.edu.pl/uploads/Main/coronavirus_dta"
destfile <- "coronavirus_dta"
curl::curl_download(url, destfile)
coronavirus <- read_dta(destfile)
newcases = ts(coronavirus[,"newcases"])
cases = ts(cumsum(newcases))
ep_d=length(cases)
first = 4
horiz = 60

plot(cases)
plot(log(cases))
plot(ts(cases/lag(cases,-1)))
plot(diff(log(cases)))

fcst0=forecast(log(cases[first:ep_d]),h=horiz)
summary(fcst0)
plot(fcst0)

fit1 = auto.arima(log((cases[first:ep_d])))
summary(fit1)
fcst1=forecast(fit1,h=horiz)
summary(fcst1)
plot(fcst1)

fit2 = auto.arima(diff(log(cases[first:ep_d]),1,1),allowmean = FALSE,allowdrift = FALSE)
summary(fit2)
fcst2=forecast(fit2,h=horiz)
summary(fcst2)
plot(fcst2)

fcst3=forecast(diff(log(cases[first:ep_d]),1,1),h=horiz)
summary(fcst3)
plot(fcst3)

fit2 = auto.arima(diff(log(cases[first:ep_d]),1,1),allowmean = TRUE,allowdrift = TRUE)
summary(fit2)
fcst2=forecast(fit2,h=horiz)
summary(fcst2)
plot(fcst2)