1. Load наборы данных с rolling-origin

library(tidyverse)
bitcoin_ts <- read_csv("D:/01_Projects/bitcoin/bitcoin_ts.csv")
bitcoin_fc <- read_csv("D:/01_Projects/bitcoin/bitcoin_fc.csv")
knitr::kable(head(bitcoin_ts))
series_id value timestamp
bitcoin_daily 134.21 2013-04-28
bitcoin_daily 144.54 2013-04-29
bitcoin_daily 139.00 2013-04-30
bitcoin_daily 116.99 2013-05-01
bitcoin_daily 105.21 2013-05-02
bitcoin_daily 97.75 2013-05-03 
knitr::kable(head(bitcoin_fc))
series_id method_id timestamp origin_timestamp forecast horizon lo50 hi50 lo60 hi60 lo70 hi70 lo80 hi80 lo90 hi90 lo95 hi95 lo99 hi99
bitcoin_daily auto.arima 2019-01-02 2019-01-01 3877.802 1 3720.308 4035.296 3681.282 4074.321 3635.794 4119.810 3578.558 4177.045 3493.727 4261.876 3420.149 4335.455 3276.344 4479.260
bitcoin_daily auto.arima 2019-01-03 2019-01-01 3855.451 2 3623.826 4087.076 3566.431 4144.471 3499.531 4211.371 3415.356 4295.546 3290.595 4420.307 3182.383 4528.519 2970.890 4740.012
bitcoin_daily auto.arima 2019-01-04 2019-01-01 3870.023 3 3587.487 4152.559 3517.477 4222.569 3435.873 4304.173 3333.196 4406.850 3181.012 4559.034 3049.016 4691.030 2791.037 4949.009
bitcoin_daily auto.arima 2019-01-05 2019-01-01 3860.522 4 3532.302 4188.743 3450.972 4270.073 3356.172 4364.872 3236.893 4484.152 3060.103 4660.942 2906.763 4814.282 2607.070 5113.974
bitcoin_daily auto.arima 2019-01-06 2019-01-01 3866.717 5 3499.975 4233.458 3409.100 4324.333 3303.174 4430.259 3169.896 4563.537 2972.357 4761.077 2801.021 4932.412 2466.155 5267.278
bitcoin_daily auto.arima 2019-01-07 2019-01-01 3862.678 6 3460.179 4265.177 3360.444 4364.912 3244.191 4481.165 3097.918 4627.439 2881.119 4844.237 2693.078 5032.278 2325.563 5399.793

2. Построить coverage diagram

2.1 для auto.arima

library(forvision)
bitcoin_af <- createAFTS(bitcoin_ts, bitcoin_fc)
plotCoverage(bitcoin_af, pi = 70, methods = "auto.arima", horizons = 1:9)

plotCoverage(bitcoin_af, pi = 90, methods = "auto.arima", horizons = 10:19)

2.2 для auto.ets

plotCoverage(bitcoin_af, pi = 70, methods = "auto.ets", horizons = 1:9)
## Warning in horizon == horizons: longer object length is not a multiple of
## shorter object length

plotCoverage(bitcoin_af, pi = 90, methods = "auto.ets", horizons = 10:19)

2.3 для naive

plotCoverage(bitcoin_af, pi = 70, methods = "naive", horizons = 1:9)
## Warning in horizon == horizons: longer object length is not a multiple of
## shorter object length

plotCoverage(bitcoin_af, pi = 90, methods = "naive", horizons = 10:19)