ARIMA ( AutoRegressive Integrated Moving Average ), part 2 – Understanding forecast/predict functionality

Hey Guys,

So, moving to my laptop worked. I got a bit faster environment than old good Raspberry Pi. Unfortunately (or, rather fortunately) I discovered a bug in my previous codes – this beautiful picture “predicting” next 300 transactions.. Was bullshit 🙂 After carefully reading code I realized it predicts/forecasts just 1 next value and retrains the model.

Continue reading ARIMA ( AutoRegressive Integrated Moving Average ), part 2 – Understanding forecast/predict functionality

Correlation between palladium and bitcoin prices

Today I wanted to prove/disprove if there’s a correlation between palladium daily price changes and accordingly bitcoin price changes. Unfortunately correlation between these two data sets does not exist. Excel Correl function was at the level of 0.03. It very much suprises me as correlation between daily price of both palladium and bitcoin is at the level of 0.88.

I’m trying to understand why is that..

Thanks for reading,
Łukasz.

Validating correlation, data visualisation, part 2

Hey Guys,

I’m still waiting for a friend to run some analysis if datasets exported via cryptory are correlated or not. Nevertheless I decided to make some data visualisation using simple charts in Excel. But before being able to easily open CSV files in Excel I needed to make some adjustments to these files by simply replacing “,” to “;” and “.” to “,”. After such a change performed in Notepad++ I was ready to open each of the in Excel and insert charts.

Continue reading Validating correlation, data visualisation, part 2