ARIMA models for the systematic analysis of cryptocurrencies
Abstract
An ARIMA analysis of the time series corresponding to the performance of Bitcoin is performed. For this, the R software is used. A comparative study of different ARIMA models is made to model the performance behavior of Bitcoin in the period from January 1, 2020 to December 31, 2020. Finally, an analysis is carried out of goodness of fit to check which of the models best reproduces the reported data.
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References
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Copyright (c) 2023 Guillermo Vital-Godinez, Jorge Quiterio-Romero, Pedro Amado Miranda-Romagnoli , Carlos Arturo Soto-Campos
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