Nice post, it is interesting to analyze these mathematical models.
Could you post the mathematical formula and parameters/assumptions, used to calculate these charts.
Topic: Econometric model of BTC valuation - page 2. (Read 2908 times)
For your consideration, an econometric model whose coefficients are statistically significant to 99.99% confidence interval, and with an adjusted R2 value that explains over 90% of the variation in BTC prices (in USD). The differences between model4 in blue and model3 in red, is that the model in blue only takes data out to Dec24 2011 (685 observations) while the model depicted in red goes back to 1180 observations. It is possible that something fundamentally changed inside of those 2 intervals, so an average of the 2 may be most accurate.
As for what goes into the model and the mathematics, that is proprietary. But take a look at the output:
As for what goes into the model and the mathematics, that is proprietary. But take a look at the output:
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