smpl @first 2019m12 'sample period before the start of pandemic
freeze(mode=overwrite,chart_level) visitors.line 'plot the data

visitors.boxcox(method=3,period="2002m01 2019m12",save) 'run the add-in
freeze(mode=overwrite,chart_transform) visitors_trans.line 'plot the transformed data
%title = "VISITORS (transformed with lambda = "+@str(lambda(1),"f.3")+")"
chart_transform.addtext(t) %title

freeze(mode=overwrite,arima_output) visitors.autoarma(tform=bc, bc=lambda(1), diff=1, maxar=12, maxma=0, maxsar=1, avg=sic, forclen=12, fgraph) visitors_fcast_arima c 'forecast averaging with Auto ARIMA

freeze(mode=overwrite,ets_output) visitors_trans.ets(e=e, t=e, s=e, dgopt=m, dgraph=f, graph=c) visitors_trans_fcast_ets 'forecast the transformed series with ETS method.

smpl 2020m01 2020m12 'forecast period
series visitors_fcast_ets = (lambda(1)*visitors_trans_fcast_ets+1)^(1/lambda(1)) 'back transform the forecasts from ETS
series loss_arima = visitors_fcast_arima - visitors 'loss implied by Auto ARIMA model
series loss_ets = visitors_fcast_ets - visitors_fcast_arima 'loss implied by ETS model in addition to Auto ARIMA model

smpl 2018m01 @last 'sample period to plot
group compare.add visitors loss_arima loss_ets 'group the loss variables

freeze(mode=overwrite,chart_loss) compare.bar(s) 'plot the number of visitors along with the losses implied by forecast models

smpl @all