Forecasting with Competing Models of Daily Bitcoin Price in R
Bitcoin price exhibits patterns predictable on its historical pasts. We adopt ARIMA(auto), ARIMA(fix)models and the Holt-Winters filter (HWF) with trend plus additive seasonal HWF (𝛾[0,1]), and no seasonality HWF (𝛾[False]) to forecast the price of Bitcoin under three datasets–Actual (observed), Pol...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
International Educational and Social Sciences Association (IESSA)
2022-06-01
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| Series: | Journal of Studies in Social Sciences and Humanities |
| Subjects: | |
| Online Access: | http://www.jssshonline.com/wp-content/uploads/2022/11/JSSSH_Vol.8_No.2_2022_272-287_Sr.-No.9.pdf |