In [ ]: # IMPORTANT: RUN THIS CELL IN ORDER TO IMPORT YOUR KAGGLE DATA SOURCES

# TO THE CORRECT LOCATION (/kaggle/input) IN YOUR NOTEBOOK,

# THEN FEEL FREE TO DELETE THIS CELL.
# NOTE: THIS NOTEBOOK ENVIRONMENT DIFFERS FROM KAGGLE'S PYTHON
# ENVIRONMENT SO THERE MAY BE MISSING LIBRARIES USED BY YOUR
# NOTEBOOK.

import os
import sys
from tempfile import NamedTemporaryFile
from urllib.request import urlopen
from urllib.parse import unquote, urlparse
from urllib.error import HTTPError
from zipfile import ZipFile
import tarfile
import shutil

CHUNK_SIZE = 40960
DATA_SOURCE_MAPPING = 'latest-covid-19-dataset-worldwide:https%3A%2F%2Fsiteproxy.ruqli.workers.dev%3A443%2Fhttps%2Fstorage.googleapis.com%2Fkaggle-data-sets%2F1852043%2F3023973%2Fbundle%2Farc

KAGGLE_INPUT_PATH='/kaggle/input'
KAGGLE_WORKING_PATH='/kaggle/working'
KAGGLE_SYMLINK='kaggle'

!umount /kaggle/input/ 2> /dev/null

shutil.rmtree('/kaggle/input', ignore_errors=True)
os.makedirs(KAGGLE_INPUT_PATH, 0o777, exist_ok=True)
os.makedirs(KAGGLE_WORKING_PATH, 0o777, exist_ok=True)

try:
os.symlink(KAGGLE_INPUT_PATH, os.path.join("..", 'input'), target_is_directory=True)
except FileExistsError:
pass
try:
os.symlink(KAGGLE_WORKING_PATH, os.path.join("..", 'working'), target_is_directory=True)
except FileExistsError:
pass

for data_source_mapping in DATA_SOURCE_MAPPING.split(','):

directory, download_url_encoded = data_source_mapping.split(':')
download_url = unquote(download_url_encoded)
filename = urlparse(download_url).path
destination_path = os.path.join(KAGGLE_INPUT_PATH, directory)
try:
with urlopen(download_url) as fileres, NamedTemporaryFile() as tfile:
total_length = fileres.headers['content-length']
print(f'Downloading {directory}, {total_length} bytes compressed')
dl = 0
data = fileres.read(CHUNK_SIZE)
while len(data) > 0:
dl += len(data)
tfile.write(data)
done = int(50 * dl / int(total_length))
sys.stdout.write(f"\r[{'=' * done}{' ' * (50-done)}] {dl} bytes downloaded")
sys.stdout.flush()
data = fileres.read(CHUNK_SIZE)
if filename.endswith('.zip'):
with ZipFile(tfile) as zfile:
zfile.extractall(destination_path)
else:
with tarfile.open(tfile.name) as tarfile:
tarfile.extractall(destination_path)
print(f'\nDownloaded and uncompressed: {directory}')
except HTTPError as e:
print(f'Failed to load (likely expired) {download_url} to path {destination_path}')
continue
except OSError as e:
print(f'Failed to load {download_url} to path {destination_path}')
continue

print('Data source import complete.')

Downloading latest-covid-19-dataset-worldwide, 8526536 bytes compressed

[==================================================] 8526536 bytes downloaded
Downloaded and uncompressed: latest-covid-19-dataset-worldwide
Data source import complete.

In [ ]: import numpy as np # Lineal algebra

import pandas as pd # Data wrangling
from statsmodels.tsa.arima.model import ARIMA #ARIMA model (arima_model is deprecated, use this one instead!)
from statsmodels.tsa.stattools import adfuller #Dickey-Fuller test for stationarity

# Plotting
import seaborn as sns
import matplotlib.pyplot as plt
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf

In [ ]: df = pd.read_csv('../input/latest-covid-19-dataset-worldwide/owid-covid-data (2).csv')

In [ ]: df['date'] = pd.to_datetime(df['date'])
df = df[df['iso_code']=='NGA']
df = df.set_index('date')
hospitalized = df[['new_vaccinations_smoothed']]
hospitalized = hospitalized.resample('W-MON').mean()

In [ ]: hospitalized.plot()

Out[ ]: <Axes: xlabel='date'>

In [ ]: hospitalized = hospitalized.dropna()

In [ ]: hospitalized.plot()

Out[ ]: <Axes: xlabel='date'>

In [ ]: #hospitalized = np.log(hospitalized) # Apply a log transformation to reduce heterocedasticity

hospitalized.plot()

Out[ ]: <Axes: xlabel='date'>

In [ ]: result = adfuller(hospitalized)
print('ADF Statistic: %f' % result[0])
print('p-value: %f' % result[1])

ADF Statistic: -1.904860

p-value: 0.329778

In [ ]: diffhosp = hospitalized.diff().dropna() # Save the first difference

result = adfuller(diffhosp)
print('ADF Statistic: %f' % result[0])
print('p-value: %f' % result[1])

ADF Statistic: -5.184212

p-value: 0.000009

In [ ]: diffhosp.plot()
pacf = plot_pacf(diffhosp)
acf = plot_acf(diffhosp)

In [ ]: model = ARIMA(hospitalized,order= (2,1,2)).fit()

model.summary()

Out[ ]: SARIMAX Results

Dep. Variable: new_vaccinations_smoothed No. Observations: 45

Model: ARIMA(2, 1, 2) Log Likelihood -500.258

Date: Thu, 02 May 2024 AIC 1010.516

Time: 13:12:17 BIC 1019.436

Sample: 03-08-2021 HQIC 1013.824

- 01-10-2022

Covariance Type: opg

coef std err z P>|z| [0.025 0.975]

ar.L1 0.1947 0.569 0.342 0.732 -0.920 1.310

ar.L2 0.3753 0.587 0.639 0.523 -0.776 1.526

ma.L1 0.0333 0.501 0.066 0.947 -0.949 1.016

ma.L2 -0.7574 0.533 -1.421 0.155 -1.802 0.287

sigma2 4.906e+08 3.17e-09 1.55e+17 0.000 4.91e+08 4.91e+08

Ljung-Box (L1) (Q): 0.01 Jarque-Bera (JB): 1.58

Prob(Q): 0.92 Prob(JB): 0.45

Heteroskedasticity (H): 2.53 Skew: 0.29

Prob(H) (two-sided): 0.08 Kurtosis: 3.73

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 4.63e+32. Standard errors may be unstable.

In [ ]: predictions = model.predict()
plt.figure(figsize=(15,10))
plt.plot(predictions[1:])
plt.plot(hospitalized)

Out[ ]: [<matplotlib.lines.Line2D at 0x7c9e30a300d0>]

In [ ]: train = hospitalized[:-5]
test = hospitalized[-5:]
model = ARIMA(train,order= (2,1,2)).fit()
model.summary()

Out[ ]: SARIMAX Results

Dep. Variable: new_vaccinations_smoothed No. Observations: 40

Model: ARIMA(2, 1, 2) Log Likelihood -439.084

Date: Thu, 02 May 2024 AIC 888.168

Time: 13:13:46 BIC 896.486

Sample: 03-08-2021 HQIC 891.153

- 12-06-2021

Covariance Type: opg

coef std err z P>|z| [0.025 0.975]

ar.L1 0.7882 0.495 1.591 0.112 -0.183 1.759

ar.L2 -0.3523 0.380 -0.927 0.354 -1.097 0.392

ma.L1 -0.5648 0.619 -0.913 0.361 -1.777 0.648

ma.L2 -0.2435 0.560 -0.435 0.664 -1.341 0.854

sigma2 3.94e+08 1.83e-09 2.16e+17 0.000 3.94e+08 3.94e+08

Ljung-Box (L1) (Q): 0.14 Jarque-Bera (JB): 7.62

Prob(Q): 0.71 Prob(JB): 0.02

Heteroskedasticity (H): 1.29 Skew: 0.62

Prob(H) (two-sided): 0.65 Kurtosis: 4.78

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.09e+33. Standard errors may be unstable.

In [ ]: predictions = model.get_forecast(5,alpha = 0.95)

plt.figure(figsize=(15,10))
plt.plot((train))
plt.plot((predictions.predicted_mean))
plt.plot((test))
conf= predictions.conf_int(alpha=0.05)
upper = (conf['lower new_vaccinations_smoothed'])
lower = (conf['upper new_vaccinations_smoothed'])
plt.fill_between(upper.index, upper,lower, color='b', alpha=.1)

---------------------------------------------------------------------------
IndexError Traceback (most recent call last)
<ipython-input-29-c01453b67fd5> in <cell line: 7>()
5 plt.plot((test))
6 conf= predictions.conf_int(alpha=0.05)
----> 7 upper = (conf['lower new_vaccinations_smoothed'])
8 lower = (conf['upper new_vaccinations_smoothed'])
9 plt.fill_between(upper.index, upper,lower, color='b', alpha=.1)

IndexError: only integers, slices (`:`), ellipsis (`...`), numpy.newaxis (`None`) and integer or boolean arrays are valid indices

In [ ]: size = int(len(hospitalized) * 0.66)

train, test = hospitalized[0:size], hospitalized[size:len(hospitalized)]
prediction = []
data = train.values
for t in test.values:
model = model = ARIMA(data,order= (2,1,2)).fit()
y = model.forecast()
prediction.append(y[0])
data = np.append(data, t)
test_res = pd.DataFrame(test)
test_res['preds'] = prediction

In [ ]: plt.figure(figsize=(15,6))
plt.plot((train))
plt.plot((test_res))

Out[ ]: [<matplotlib.lines.Line2D at 0x7c9e2ceb7010>,

<matplotlib.lines.Line2D at 0x7c9e2ceb6fe0>]

In [ ]: for column_name in df.columns:

df[column_name] = pd.to_numeric(df[column_name], errors='coerce')

corr = df.corr()
hospcorr = corr['new_vaccinations_smoothed']
hospcorr = hospcorr[np.abs(hospcorr)>0.4]
hospcorr.sort_values()

Out[ ]: stringency_index -0.574414

new_cases_smoothed 0.498517
new_cases_smoothed_per_million 0.498526
positive_rate 0.506732
total_tests 0.651580
total_tests_per_thousand 0.651585
total_deaths_per_million 0.686572
total_deaths 0.686583
total_cases_per_million 0.707083
total_cases 0.707083
people_fully_vaccinated 0.719701
people_fully_vaccinated_per_hundred 0.720430
total_vaccinations_per_hundred 0.770341
total_vaccinations 0.770371
people_vaccinated_per_hundred 0.778505
people_vaccinated 0.778598
new_vaccinations 0.804425
new_people_vaccinated_smoothed 0.947457
new_people_vaccinated_smoothed_per_hundred 0.947986
new_vaccinations_smoothed_per_million 0.999999
new_vaccinations_smoothed 1.000000
Name: new_vaccinations_smoothed, dtype: float64

In [ ]: exogfeats = df[['stringency_index','total_deaths_per_million','total_cases_per_million']]

In [ ]: for column in exogfeats.columns:

exogfeats[column]= exogfeats[column].fillna(exogfeats[column].mean())

In [ ]: exogfeats = exogfeats.resample('W-MON').mean()
exogfeats = exogfeats.iloc[(exogfeats.index >= hospitalized.first_valid_index()) & (exogfeats.index<= hospitalized.last_valid_index())]

In [ ]: fig, ax = plt.subplots(3, 1, figsize=(12, 8), tight_layout=True)

exogfeats.plot(ax=ax, subplots=True, rot=60)

Out[ ]: array([<Axes: xlabel='date'>, <Axes: xlabel='date'>,

<Axes: xlabel='date'>], dtype=object)

In [ ]: model = ARIMA(hospitalized,order= (2,1,2),exog=exogfeats).fit()

predictions = model.predict()
model.summary()

Out[ ]: SARIMAX Results

Dep. Variable: new_vaccinations_smoothed No. Observations: 45

Model: ARIMA(2, 1, 2) Log Likelihood -497.400

Date: Thu, 02 May 2024 AIC 1010.800

Time: 13:24:52 BIC 1025.074

Sample: 03-08-2021 HQIC 1016.094

- 01-10-2022

Covariance Type: opg

coef std err z P>|z| [0.025 0.975]

stringency_index -145.7513 1080.049 -0.135 0.893 -2262.608 1971.106

total_deaths_per_million 4.708e+04 2.33e+04 2.019 0.044 1365.727 9.28e+04

total_cases_per_million -164.9822 269.965 -0.611 0.541 -694.104 364.140

ar.L1 0.9271 0.176 5.279 0.000 0.583 1.271

ar.L2 -0.9354 0.162 -5.759 0.000 -1.254 -0.617

ma.L1 -0.8978 0.290 -3.092 0.002 -1.467 -0.329

ma.L2 0.8878 0.237 3.744 0.000 0.423 1.353

sigma2 4.544e+08 0.191 2.37e+09 0.000 4.54e+08 4.54e+08

Ljung-Box (L1) (Q): 0.66 Jarque-Bera (JB): 1.95

Prob(Q): 0.42 Prob(JB): 0.38

Heteroskedasticity (H): 4.95 Skew: -0.46

Prob(H) (two-sided): 0.00 Kurtosis: 3.45

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 5.09e+26. Standard errors may be unstable.

In [ ]: plt.figure(figsize=(15,6))
plt.legend(["a","b"])
plt.plot(hospitalized)
plt.plot(predictions[1:])
plt.show()

In [ ]: test_length = 5
train = hospitalized[:-test_length]
test = hospitalized[-test_length:]
train_exog = exogfeats[:-test_length]
test_exog = exogfeats[-test_length:]
model = ARIMA(train,order= (2,1,2),exog=train_exog).fit()

In [ ]: predictions = model.get_forecast(5,exog = test_exog,alpha = 0.95)

plt.figure(figsize=(15,10))
plt.plot((train))
plt.plot((predictions.predicted_mean))
plt.plot((test))
conf= predictions.conf_int(alpha=0.05)
upper = (conf['lower new_vaccinations_smoothed'])
lower = (conf['upper new_vaccinations_smoothed'])
plt.fill_between(upper.index, upper,lower, color='b', alpha=.1)

Out[ ]: <matplotlib.collections.PolyCollection at 0x7c9e2c72dd20>

In [ ]: