In [1]:
from sklearn.metrics import r2_score
%run helper_functions.py
%run prophet_helper.py #this runs the TS models for features
%run regression_ts_model.py #nested TS script
%run btc_info_df.py #helps loan jup new BTC data
%autosave 120
%matplotlib inline
plt.style.use('fivethirtyeight')
plt.rcParams["figure.figsize"] = (15,10)
plt.rcParams["xtick.labelsize"] = 16
plt.rcParams["ytick.labelsize"] = 16
plt.rcParams["axes.labelsize"] = 20
plt.rcParams['legend.fontsize'] = 20
plt.style.use('fivethirtyeight')
pd.set_option('display.max_colwidth', -1)
Autosaving every 120 seconds
In this notebook, I will construct:
A naive model of bitcoin price prediction
A nested time series model.
I will illustrate with a simple example.
Let's say that I wish to predict the mkt_price on 2016-10-30. I could fit a Linear Regression on all the features from 2016-10-26 - 29-10-2016. However, in order to predict the price of mkt_price on 2016-10-30 I need to have values for the features on 2016-10-30. This presents a problem as all my features are time series! That is, I cannot simply plug in a value for all the features because I don't know what their values would be on this future date!
One possible remedy for this is to simply use the values of all the features on 2016-10-29. In fact, it is well know that the best predictor of a variable tomorrow is it's current state today. However, I wish to be more rigorous.
Instead of simply plugging in t-1 values for the features at time t, I construct a time series model for each feature in order to predict its value at time t based on the entire history of data that I have for the features!
These predicted values are then passed as inputs to our linear regression models!
Thus, if I have N features, I am creating N-Time Series models in order to do a single prediction with Linear Regression for the mkt_price variable.
I will construct a naive baseline model that will most likely outperorm any other model I build below.
The model will work as follows:
When predicting the price on Day 91, I will take the average price change between Day 90 and Day 0. Let's call this average price change alpha.
I will then take the price of Day 90 and add alpha to it. This will serve as the 'predicted' price for day 91.
In [2]:
df = unpickle_object("FINAL_DATAFRAME_PROJ_5.pkl")
df.head()
Out[2]:
gold_price
eth_price
pos_sent
neg_sent
tot_num_trans
unique_addr
hash_rate
mempool_trans
avg_trans_per_block
mkt_price
date
2016-10-26
1273.9
11.455
0.143706
0.066297
225924.0
431781.0
1.752433e+06
69811.000000
1625.352518
672.221413
2016-10-27
1269.3
11.515
0.127429
0.064310
326388.0
457806.0
2.042404e+06
171358.250000
2014.740741
682.223962
2016-10-28
1265.9
11.280
0.128794
0.056393
250876.0
434269.0
1.916330e+06
131888.333333
1650.500000
687.688337
2016-10-29
1265.9
10.770
0.139114
0.063177
229689.0
416457.0
1.878507e+06
17765.750000
1541.536913
714.895450
2016-10-30
1265.9
10.805
0.131922
0.064369
209337.0
360327.0
2.130656e+06
20822.250000
1238.680473
698.003400
In [15]:
def linear_extrapolation(df, window):
pred_lst = []
true_lst = []
cnt = 0
all_rows = df.shape[0]
while cnt < window:
start = df.iloc[cnt:all_rows-window+cnt, :].index[0].date()
end = df.iloc[cnt:all_rows-window+cnt, :].index[-1].date()
predicting = df.iloc[all_rows-window+cnt, :].name.date()
print("---- Running model from {} to {} and predicting on {} ----".format(start,end,predicting))
training_df = df.iloc[cnt:all_rows-window+cnt, :]
testing_df = df.iloc[all_rows-window+cnt, :]
true_val = testing_df[-1]
first_row_value = training_df.iloc[0, :]['mkt_price']
first_row_date = training_df.iloc[0, :].name
last_row_value = training_df.iloc[-1, :]['mkt_price']
last_row_date = training_df.iloc[-1, :].name
alpha = (last_row_value-first_row_value)/90
prediction = last_row_value + alpha
pred_lst.append(prediction)
true_lst.append(true_val)
cnt += 1
return pred_lst, true_lst
In [16]:
pred_lst, true_lst = linear_extrapolation(df, 30)
---- Running model from 2016-10-26 to 2017-01-23 and predicting on 2017-01-24 ----
---- Running model from 2016-10-27 to 2017-01-24 and predicting on 2017-01-25 ----
---- Running model from 2016-10-28 to 2017-01-25 and predicting on 2017-01-26 ----
---- Running model from 2016-10-29 to 2017-01-26 and predicting on 2017-01-27 ----
---- Running model from 2016-10-30 to 2017-01-27 and predicting on 2017-01-28 ----
---- Running model from 2016-10-31 to 2017-01-28 and predicting on 2017-01-29 ----
---- Running model from 2016-11-01 to 2017-01-29 and predicting on 2017-01-30 ----
---- Running model from 2016-11-02 to 2017-01-30 and predicting on 2017-01-31 ----
---- Running model from 2016-11-03 to 2017-01-31 and predicting on 2017-02-01 ----
---- Running model from 2016-11-04 to 2017-02-01 and predicting on 2017-02-02 ----
---- Running model from 2016-11-05 to 2017-02-02 and predicting on 2017-02-03 ----
---- Running model from 2016-11-06 to 2017-02-03 and predicting on 2017-02-04 ----
---- Running model from 2016-11-07 to 2017-02-04 and predicting on 2017-02-05 ----
---- Running model from 2016-11-08 to 2017-02-05 and predicting on 2017-02-06 ----
---- Running model from 2016-11-09 to 2017-02-06 and predicting on 2017-02-07 ----
---- Running model from 2016-11-10 to 2017-02-07 and predicting on 2017-02-08 ----
---- Running model from 2016-11-11 to 2017-02-08 and predicting on 2017-02-09 ----
---- Running model from 2016-11-12 to 2017-02-09 and predicting on 2017-02-10 ----
---- Running model from 2016-11-13 to 2017-02-10 and predicting on 2017-02-11 ----
---- Running model from 2016-11-14 to 2017-02-11 and predicting on 2017-02-12 ----
---- Running model from 2016-11-15 to 2017-02-12 and predicting on 2017-02-13 ----
---- Running model from 2016-11-16 to 2017-02-13 and predicting on 2017-02-14 ----
---- Running model from 2016-11-17 to 2017-02-14 and predicting on 2017-02-15 ----
---- Running model from 2016-11-18 to 2017-02-15 and predicting on 2017-02-16 ----
---- Running model from 2016-11-19 to 2017-02-16 and predicting on 2017-02-17 ----
---- Running model from 2016-11-20 to 2017-02-17 and predicting on 2017-02-18 ----
---- Running model from 2016-11-21 to 2017-02-18 and predicting on 2017-02-19 ----
---- Running model from 2016-11-22 to 2017-02-19 and predicting on 2017-02-20 ----
---- Running model from 2016-11-23 to 2017-02-20 and predicting on 2017-02-21 ----
---- Running model from 2016-11-24 to 2017-02-21 and predicting on 2017-02-22 ----
In [17]:
r2_score(true_lst, pred_lst)
Out[17]:
0.86689253204369099
We can see above that we can use this extremely basic model to obtain an $R^2$ of 0.86. In fact, this should be the baseline model score that we need to beat!
Let me mention some caveats to this result:
In [18]:
df = unpickle_object("FINAL_DATAFRAME_PROJ_5.pkl")
df.head()
Out[18]:
gold_price
eth_price
pos_sent
neg_sent
tot_num_trans
unique_addr
hash_rate
mempool_trans
avg_trans_per_block
mkt_price
date
2016-10-26
1273.9
11.455
0.143706
0.066297
225924.0
431781.0
1.752433e+06
69811.000000
1625.352518
672.221413
2016-10-27
1269.3
11.515
0.127429
0.064310
326388.0
457806.0
2.042404e+06
171358.250000
2014.740741
682.223962
2016-10-28
1265.9
11.280
0.128794
0.056393
250876.0
434269.0
1.916330e+06
131888.333333
1650.500000
687.688337
2016-10-29
1265.9
10.770
0.139114
0.063177
229689.0
416457.0
1.878507e+06
17765.750000
1541.536913
714.895450
2016-10-30
1265.9
10.805
0.131922
0.064369
209337.0
360327.0
2.130656e+06
20822.250000
1238.680473
698.003400
In [19]:
df.corr()
Out[19]:
gold_price
eth_price
pos_sent
neg_sent
tot_num_trans
unique_addr
hash_rate
mempool_trans
avg_trans_per_block
mkt_price
gold_price
1.000000
0.757126
-0.144099
-0.253473
-0.145614
-0.179554
-0.078998
0.087767
-0.101640
-0.192922
eth_price
0.757126
1.000000
-0.164950
-0.116261
0.054744
0.015746
0.424836
0.272740
0.071475
0.354780
pos_sent
-0.144099
-0.164950
1.000000
-0.331122
-0.364671
-0.314049
-0.046629
-0.110460
-0.323005
0.095882
neg_sent
-0.253473
-0.116261
-0.331122
1.000000
0.232886
0.186956
0.159483
0.316399
0.217727
0.062722
tot_num_trans
-0.145614
0.054744
-0.364671
0.232886
1.000000
0.912685
0.300830
0.405603
0.743069
0.256059
unique_addr
-0.179554
0.015746
-0.314049
0.186956
0.912685
1.000000
0.303917
0.313126
0.692544
0.278896
hash_rate
-0.078998
0.424836
-0.046629
0.159483
0.300830
0.303917
1.000000
0.289567
-0.023170
0.784233
mempool_trans
0.087767
0.272740
-0.110460
0.316399
0.405603
0.313126
0.289567
1.000000
0.362882
0.249801
avg_trans_per_block
-0.101640
0.071475
-0.323005
0.217727
0.743069
0.692544
-0.023170
0.362882
1.000000
0.228785
mkt_price
-0.192922
0.354780
0.095882
0.062722
0.256059
0.278896
0.784233
0.249801
0.228785
1.000000
In [20]:
plot_corr_matrix(df)
In [21]:
beta_values, pred, true = master(df, 30)
---- Running model from 2016-10-26 to 2017-01-23 and predicting on 2017-01-24 ----
Creating Time series models:
The real value for gold_price on 2017-01-24 is 1213.2999999998965
The predicted value for gold_price on 2017-01-24 is 1221.11026869873
The real value for eth_price on 2017-01-24 is 10.680000000000259
The predicted value for eth_price on 2017-01-24 is 10.965185902923128
The real value for pos_sent on 2017-01-24 is 0.12018382032272137
The predicted value for pos_sent on 2017-01-24 is 0.13216508320142728
The real value for neg_sent on 2017-01-24 is 0.06455189707806362
The predicted value for neg_sent on 2017-01-24 is 0.06816904538398737
The real value for tot_num_trans on 2017-01-24 is 278177.0
The predicted value for tot_num_trans on 2017-01-24 is 282370.2436552672
The real value for unique_addr on 2017-01-24 is 497858.0
The predicted value for unique_addr on 2017-01-24 is 496028.5135409737
The real value for hash_rate on 2017-01-24 is 2910612.1491232086
The predicted value for hash_rate on 2017-01-24 is 2839892.3785451157
The real value for mempool_trans on 2017-01-24 is 21244.0
The predicted value for mempool_trans on 2017-01-24 is 35101.8901949932
The real value for avg_trans_per_block on 2017-01-24 is 1866.959731543624
The predicted value for avg_trans_per_block on 2017-01-24 is 1787.3252913256674
The real value of mkt_price was [[ 890.320225]] on 2017-01-24
The predicted value of mkt_price was [[ 913.22114805]] on 2017-01-24
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.688
Model: OLS Adj. R-squared: 0.653
Method: Least Squares F-statistic: 19.57
Date: Sun, 17 Sep 2017 Prob (F-statistic): 7.20e-17
Time: 16:17:39 Log-Likelihood: -486.47
No. Observations: 90 AIC: 992.9
Df Residuals: 80 BIC: 1018.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1060.6482 490.633 2.162 0.034 84.258 2037.039
x1 -1.1592 0.347 -3.342 0.001 -1.849 -0.469
x2 30.9973 11.117 2.788 0.007 8.874 53.121
x3 2596.2549 857.678 3.027 0.003 889.420 4303.089
x4 -973.9708 913.738 -1.066 0.290 -2792.368 844.427
x5 -0.0007 0.001 -1.199 0.234 -0.002 0.000
x6 -3.667e-05 0.000 -0.107 0.915 -0.001 0.001
x7 0.0002 3.8e-05 4.713 0.000 0.000 0.000
x8 -0.0004 0.000 -1.918 0.059 -0.001 1.41e-05
x9 0.2148 0.066 3.236 0.002 0.083 0.347
==============================================================================
Omnibus: 17.935 Durbin-Watson: 0.557
Prob(Omnibus): 0.000 Jarque-Bera (JB): 22.387
Skew: 0.989 Prob(JB): 1.38e-05
Kurtosis: 4.433 Cond. No. 4.18e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.18e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-10-27 to 2017-01-24 and predicting on 2017-01-25 ----
Creating Time series models:
The real value for gold_price on 2017-01-25 is 1203.5
The predicted value for gold_price on 2017-01-25 is 1224.4639867641067
The real value for eth_price on 2017-01-25 is 10.595000000000706
The predicted value for eth_price on 2017-01-25 is 11.294641018212522
The real value for pos_sent on 2017-01-25 is 0.1286969139587164
The predicted value for pos_sent on 2017-01-25 is 0.12430585971633812
The real value for neg_sent on 2017-01-25 is 0.07623523400776616
The predicted value for neg_sent on 2017-01-25 is 0.07051948424425407
The real value for tot_num_trans on 2017-01-25 is 305961.0
The predicted value for tot_num_trans on 2017-01-25 is 322171.8217809314
The real value for unique_addr on 2017-01-25 is 514638.0
The predicted value for unique_addr on 2017-01-25 is 499030.2456465836
The real value for hash_rate on 2017-01-25 is 2930146.458848869
The predicted value for hash_rate on 2017-01-25 is 2926339.1470993166
The real value for mempool_trans on 2017-01-25 is 217339.5
The predicted value for mempool_trans on 2017-01-25 is 78005.05677586656
The real value for avg_trans_per_block on 2017-01-25 is 2039.74
The predicted value for avg_trans_per_block on 2017-01-25 is 1971.258244895787
The real value of mkt_price was [[ 893.045625]] on 2017-01-25
The predicted value of mkt_price was [[ 902.51807628]] on 2017-01-25
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.684
Model: OLS Adj. R-squared: 0.648
Method: Least Squares F-statistic: 19.23
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.14e-16
Time: 16:17:51 Log-Likelihood: -486.47
No. Observations: 90 AIC: 992.9
Df Residuals: 80 BIC: 1018.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1095.2901 484.166 2.262 0.026 131.768 2058.812
x1 -1.1982 0.342 -3.499 0.001 -1.880 -0.517
x2 32.4377 11.213 2.893 0.005 10.122 54.753
x3 2707.0364 864.311 3.132 0.002 987.002 4427.071
x4 -877.4623 919.836 -0.954 0.343 -2707.995 953.070
x5 -0.0007 0.001 -1.150 0.254 -0.002 0.001
x6 -3.359e-05 0.000 -0.098 0.922 -0.001 0.001
x7 0.0002 3.6e-05 4.746 0.000 9.93e-05 0.000
x8 -0.0004 0.000 -1.914 0.059 -0.001 1.49e-05
x9 0.2040 0.064 3.211 0.002 0.078 0.330
==============================================================================
Omnibus: 18.364 Durbin-Watson: 0.560
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.044
Skew: 1.010 Prob(JB): 9.91e-06
Kurtosis: 4.437 Cond. No. 4.26e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.26e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-10-28 to 2017-01-25 and predicting on 2017-01-26 ----
Creating Time series models:
The real value for gold_price on 2017-01-26 is 1191.5499999998972
The predicted value for gold_price on 2017-01-26 is 1214.577889262119
The real value for eth_price on 2017-01-26 is 10.580000000001139
The predicted value for eth_price on 2017-01-26 is 11.256516397426093
The real value for pos_sent on 2017-01-26 is 0.13635754431474312
The predicted value for pos_sent on 2017-01-26 is 0.1258370614805339
The real value for neg_sent on 2017-01-26 is 0.06979420665801993
The predicted value for neg_sent on 2017-01-26 is 0.06932766812476852
The real value for tot_num_trans on 2017-01-26 is 317904.0
The predicted value for tot_num_trans on 2017-01-26 is 285819.4406849477
The real value for unique_addr on 2017-01-26 is 518118.0
The predicted value for unique_addr on 2017-01-26 is 475889.51102365635
The real value for hash_rate on 2017-01-26 is 3066886.6269284827
The predicted value for hash_rate on 2017-01-26 is 2962157.562481624
The real value for mempool_trans on 2017-01-26 is 194245.5
The predicted value for mempool_trans on 2017-01-26 is 79162.04703379996
The real value for avg_trans_per_block on 2017-01-26 is 2024.8662420382168
The predicted value for avg_trans_per_block on 2017-01-26 is 1753.697813134939
The real value of mkt_price was [[ 915.95625]] on 2017-01-26
The predicted value of mkt_price was [[ 907.24446877]] on 2017-01-26
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.681
Model: OLS Adj. R-squared: 0.645
Method: Least Squares F-statistic: 18.98
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.62e-16
Time: 16:18:02 Log-Likelihood: -486.45
No. Observations: 90 AIC: 992.9
Df Residuals: 80 BIC: 1018.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1088.9049 466.968 2.332 0.022 159.609 2018.201
x1 -1.1915 0.333 -3.583 0.001 -1.853 -0.530
x2 32.3820 11.116 2.913 0.005 10.260 54.503
x3 2707.4466 862.536 3.139 0.002 990.946 4423.947
x4 -892.3400 921.542 -0.968 0.336 -2726.266 941.586
x5 -0.0007 0.001 -1.094 0.277 -0.002 0.001
x6 -5.7e-05 0.000 -0.154 0.878 -0.001 0.001
x7 0.0002 3.31e-05 5.183 0.000 0.000 0.000
x8 -0.0004 0.000 -2.056 0.043 -0.001 -1.15e-05
x9 0.2053 0.060 3.439 0.001 0.086 0.324
==============================================================================
Omnibus: 18.317 Durbin-Watson: 0.563
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.004
Skew: 1.006 Prob(JB): 1.01e-05
Kurtosis: 4.444 Cond. No. 4.28e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.28e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-10-29 to 2017-01-26 and predicting on 2017-01-27 ----
Creating Time series models:
The real value for gold_price on 2017-01-27 is 1184.2000000001008
The predicted value for gold_price on 2017-01-27 is 1206.7016498116755
The real value for eth_price on 2017-01-27 is 10.559999999999654
The predicted value for eth_price on 2017-01-27 is 10.98330315012105
The real value for pos_sent on 2017-01-27 is 0.13552577092510995
The predicted value for pos_sent on 2017-01-27 is 0.13187147125493057
The real value for neg_sent on 2017-01-27 is 0.07624515418502215
The predicted value for neg_sent on 2017-01-27 is 0.07107484693700307
The real value for tot_num_trans on 2017-01-27 is 263332.0
The predicted value for tot_num_trans on 2017-01-27 is 278220.1203876258
The real value for unique_addr on 2017-01-27 is 462950.0
The predicted value for unique_addr on 2017-01-27 is 471967.86533922085
The real value for hash_rate on 2017-01-27 is 3320832.65336205
The predicted value for hash_rate on 2017-01-27 is 2908155.012503354
The real value for mempool_trans on 2017-01-27 is 33070.5
The predicted value for mempool_trans on 2017-01-27 is 51090.904699314735
The real value for avg_trans_per_block on 2017-01-27 is 1549.0117647058826
The predicted value for avg_trans_per_block on 2017-01-27 is 1794.5093092848067
The real value of mkt_price was [[ 919.27975]] on 2017-01-27
The predicted value of mkt_price was [[ 934.48726506]] on 2017-01-27
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.679
Model: OLS Adj. R-squared: 0.643
Method: Least Squares F-statistic: 18.81
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.02e-16
Time: 16:18:13 Log-Likelihood: -486.54
No. Observations: 90 AIC: 993.1
Df Residuals: 80 BIC: 1018.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1098.8992 470.648 2.335 0.022 162.280 2035.518
x1 -1.1985 0.333 -3.597 0.001 -1.861 -0.536
x2 32.1904 11.204 2.873 0.005 9.894 54.487
x3 2703.0036 869.824 3.108 0.003 971.998 4434.009
x4 -808.7942 936.845 -0.863 0.391 -2673.175 1055.587
x5 -0.0006 0.001 -1.058 0.293 -0.002 0.001
x6 -4.833e-05 0.000 -0.130 0.897 -0.001 0.001
x7 0.0002 3.24e-05 5.220 0.000 0.000 0.000
x8 -0.0004 0.000 -2.341 0.022 -0.001 -6.07e-05
x9 0.2010 0.059 3.422 0.001 0.084 0.318
==============================================================================
Omnibus: 18.606 Durbin-Watson: 0.571
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.414
Skew: 1.022 Prob(JB): 8.24e-06
Kurtosis: 4.438 Cond. No. 4.41e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.41e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-10-30 to 2017-01-27 and predicting on 2017-01-28 ----
Creating Time series models:
The real value for gold_price on 2017-01-28 is 1184.2000000000949
The predicted value for gold_price on 2017-01-28 is 1203.2079587454868
The real value for eth_price on 2017-01-28 is 10.55000000000041
The predicted value for eth_price on 2017-01-28 is 11.056536918371878
The real value for pos_sent on 2017-01-28 is 0.151849140974347
The predicted value for pos_sent on 2017-01-28 is 0.13568027908229693
The real value for neg_sent on 2017-01-28 is 0.060212285243586704
The predicted value for neg_sent on 2017-01-28 is 0.07043870103503579
The real value for tot_num_trans on 2017-01-28 is 246395.0
The predicted value for tot_num_trans on 2017-01-28 is 260730.73632839049
The real value for unique_addr on 2017-01-28 is 461291.0
The predicted value for unique_addr on 2017-01-28 is 453344.2814615224
The real value for hash_rate on 2017-01-28 is 2969215.0783001864
The predicted value for hash_rate on 2017-01-28 is 3019045.1569345775
The real value for mempool_trans on 2017-01-28 is 16016.5
The predicted value for mempool_trans on 2017-01-28 is 53653.96974985474
The real value for avg_trans_per_block on 2017-01-28 is 1621.0197368421052
The predicted value for avg_trans_per_block on 2017-01-28 is 1596.0791471049663
The real value of mkt_price was [[ 920.31225]] on 2017-01-28
The predicted value of mkt_price was [[ 933.83086855]] on 2017-01-28
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.675
Model: OLS Adj. R-squared: 0.638
Method: Least Squares F-statistic: 18.45
Date: Sun, 17 Sep 2017 Prob (F-statistic): 3.37e-16
Time: 16:18:24 Log-Likelihood: -487.27
No. Observations: 90 AIC: 994.5
Df Residuals: 80 BIC: 1020.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1179.5584 469.135 2.514 0.014 245.950 2113.167
x1 -1.2218 0.335 -3.644 0.000 -1.889 -0.554
x2 31.7225 11.340 2.797 0.006 9.155 54.290
x3 2563.1695 870.986 2.943 0.004 829.852 4296.487
x4 -1026.3403 933.286 -1.100 0.275 -2883.639 830.959
x5 -0.0006 0.001 -0.961 0.339 -0.002 0.001
x6 -5.806e-05 0.000 -0.155 0.877 -0.001 0.001
x7 0.0002 3.21e-05 5.032 0.000 9.75e-05 0.000
x8 -0.0004 0.000 -2.201 0.031 -0.001 -3.65e-05
x9 0.1950 0.059 3.298 0.001 0.077 0.313
==============================================================================
Omnibus: 18.278 Durbin-Watson: 0.557
Prob(Omnibus): 0.000 Jarque-Bera (JB): 22.587
Skew: 1.022 Prob(JB): 1.25e-05
Kurtosis: 4.358 Cond. No. 4.37e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.37e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-10-31 to 2017-01-28 and predicting on 2017-01-29 ----
Creating Time series models:
The real value for gold_price on 2017-01-29 is 1184.2000000000999
The predicted value for gold_price on 2017-01-29 is 1198.2221728480995
The real value for eth_price on 2017-01-29 is 10.519999999999284
The predicted value for eth_price on 2017-01-29 is 11.154009662816872
The real value for pos_sent on 2017-01-29 is 0.13990977946090463
The predicted value for pos_sent on 2017-01-29 is 0.13162127923735864
The real value for neg_sent on 2017-01-29 is 0.057756070394297095
The predicted value for neg_sent on 2017-01-29 is 0.06576693543331665
The real value for tot_num_trans on 2017-01-29 is 241627.0
The predicted value for tot_num_trans on 2017-01-29 is 242347.3733516791
The real value for unique_addr on 2017-01-29 is 438727.0
The predicted value for unique_addr on 2017-01-29 is 433853.43331979803
The real value for hash_rate on 2017-01-29 is 3262229.7241850733
The predicted value for hash_rate on 2017-01-29 is 3072365.4218318667
The real value for mempool_trans on 2017-01-29 is 34131.5
The predicted value for mempool_trans on 2017-01-29 is 26815.94445831565
The real value for avg_trans_per_block on 2017-01-29 is 1446.868263473054
The predicted value for avg_trans_per_block on 2017-01-29 is 1500.2264768365828
The real value of mkt_price was [[ 915.933]] on 2017-01-29
The predicted value of mkt_price was [[ 941.2981646]] on 2017-01-29
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.666
Model: OLS Adj. R-squared: 0.628
Method: Least Squares F-statistic: 17.70
Date: Sun, 17 Sep 2017 Prob (F-statistic): 9.83e-16
Time: 16:18:34 Log-Likelihood: -488.42
No. Observations: 90 AIC: 996.8
Df Residuals: 80 BIC: 1022.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1245.9109 478.621 2.603 0.011 293.426 2198.396
x1 -1.2122 0.341 -3.558 0.001 -1.890 -0.534
x2 29.8388 11.477 2.600 0.011 6.998 52.680
x3 2286.7302 862.763 2.650 0.010 569.776 4003.684
x4 -1079.5731 947.222 -1.140 0.258 -2964.605 805.458
x5 -0.0005 0.001 -0.730 0.468 -0.002 0.001
x6 -0.0001 0.000 -0.265 0.792 -0.001 0.001
x7 0.0002 3.25e-05 4.753 0.000 8.98e-05 0.000
x8 -0.0004 0.000 -2.078 0.041 -0.001 -1.55e-05
x9 0.1843 0.061 3.042 0.003 0.064 0.305
==============================================================================
Omnibus: 18.883 Durbin-Watson: 0.521
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.590
Skew: 1.048 Prob(JB): 7.54e-06
Kurtosis: 4.378 Cond. No. 4.35e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.35e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-01 to 2017-01-29 and predicting on 2017-01-30 ----
Creating Time series models:
The real value for gold_price on 2017-01-30 is 1189.849999999963
The predicted value for gold_price on 2017-01-30 is 1188.3489508618525
The real value for eth_price on 2017-01-30 is 10.529999999999326
The predicted value for eth_price on 2017-01-30 is 11.00264121846572
The real value for pos_sent on 2017-01-30 is 0.12725906623235608
The predicted value for pos_sent on 2017-01-30 is 0.13143704752745614
The real value for neg_sent on 2017-01-30 is 0.07339500542888144
The predicted value for neg_sent on 2017-01-30 is 0.0635436765881497
The real value for tot_num_trans on 2017-01-30 is 250829.0
The predicted value for tot_num_trans on 2017-01-30 is 263864.7633348682
The real value for unique_addr on 2017-01-30 is 449341.0
The predicted value for unique_addr on 2017-01-30 is 473593.5051955378
The real value for hash_rate on 2017-01-30 is 2852009.2199462317
The predicted value for hash_rate on 2017-01-30 is 3038363.9205564815
The real value for mempool_trans on 2017-01-30 is 30839.0
The predicted value for mempool_trans on 2017-01-30 is 21039.70359582609
The real value for avg_trans_per_block on 2017-01-30 is 1718.0068493150684
The predicted value for avg_trans_per_block on 2017-01-30 is 1677.3441009734142
The real value of mkt_price was [[ 921.179325]] on 2017-01-30
The predicted value of mkt_price was [[ 960.4465163]] on 2017-01-30
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.659
Model: OLS Adj. R-squared: 0.621
Method: Least Squares F-statistic: 17.21
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.98e-15
Time: 16:18:45 Log-Likelihood: -489.08
No. Observations: 90 AIC: 998.2
Df Residuals: 80 BIC: 1023.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1253.2179 485.551 2.581 0.012 286.942 2219.494
x1 -1.2134 0.344 -3.522 0.001 -1.899 -0.528
x2 29.6420 11.646 2.545 0.013 6.466 52.818
x3 2281.5370 874.797 2.608 0.011 540.635 4022.439
x4 -982.1304 962.660 -1.020 0.311 -2897.885 933.624
x5 -0.0004 0.001 -0.616 0.540 -0.002 0.001
x6 -0.0001 0.000 -0.263 0.793 -0.001 0.001
x7 0.0001 3.24e-05 4.555 0.000 8.3e-05 0.000
x8 -0.0004 0.000 -2.099 0.039 -0.001 -1.92e-05
x9 0.1773 0.061 2.915 0.005 0.056 0.298
==============================================================================
Omnibus: 19.127 Durbin-Watson: 0.502
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.870
Skew: 1.065 Prob(JB): 6.56e-06
Kurtosis: 4.351 Cond. No. 4.43e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.43e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-02 to 2017-01-30 and predicting on 2017-01-31 ----
Creating Time series models:
The real value for gold_price on 2017-01-31 is 1198.799999999894
The predicted value for gold_price on 2017-01-31 is 1191.2870096075244
The real value for eth_price on 2017-01-31 is 10.644999999999103
The predicted value for eth_price on 2017-01-31 is 11.133370751182005
The real value for pos_sent on 2017-01-31 is 0.12829487983281093
The predicted value for pos_sent on 2017-01-31 is 0.125619048540313
The real value for neg_sent on 2017-01-31 is 0.06551745036572629
The predicted value for neg_sent on 2017-01-31 is 0.06348677339163648
The real value for tot_num_trans on 2017-01-31 is 307683.0
The predicted value for tot_num_trans on 2017-01-31 is 292985.9535665864
The real value for unique_addr on 2017-01-31 is 523036.0
The predicted value for unique_addr on 2017-01-31 is 497532.25697522954
The real value for hash_rate on 2017-01-31 is 2832474.9102205737
The predicted value for hash_rate on 2017-01-31 is 3002809.6526979352
The real value for mempool_trans on 2017-01-31 is 57173.5
The predicted value for mempool_trans on 2017-01-31 is 36325.202373350716
The real value for avg_trans_per_block on 2017-01-31 is 2121.9517241379317
The predicted value for avg_trans_per_block on 2017-01-31 is 1904.9122990063809
The real value of mkt_price was [[ 964.706075]] on 2017-01-31
The predicted value of mkt_price was [[ 963.78948841]] on 2017-01-31
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.663
Model: OLS Adj. R-squared: 0.625
Method: Least Squares F-statistic: 17.49
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.32e-15
Time: 16:18:56 Log-Likelihood: -488.74
No. Observations: 90 AIC: 997.5
Df Residuals: 80 BIC: 1022.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1242.3099 483.889 2.567 0.012 279.341 2205.279
x1 -1.2225 0.343 -3.561 0.001 -1.906 -0.539
x2 29.5707 11.594 2.550 0.013 6.497 52.644
x3 2336.2697 873.893 2.673 0.009 597.167 4075.373
x4 -896.2310 960.264 -0.933 0.353 -2807.217 1014.755
x5 -0.0004 0.001 -0.626 0.533 -0.002 0.001
x6 -0.0001 0.000 -0.253 0.801 -0.001 0.001
x7 0.0001 3.21e-05 4.662 0.000 8.57e-05 0.000
x8 -0.0004 0.000 -2.147 0.035 -0.001 -2.77e-05
x9 0.1791 0.060 2.976 0.004 0.059 0.299
==============================================================================
Omnibus: 19.484 Durbin-Watson: 0.533
Prob(Omnibus): 0.000 Jarque-Bera (JB): 24.625
Skew: 1.072 Prob(JB): 4.50e-06
Kurtosis: 4.403 Cond. No. 4.48e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.48e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-03 to 2017-01-31 and predicting on 2017-02-01 ----
Creating Time series models:
The real value for gold_price on 2017-02-01 is 1210.0
The predicted value for gold_price on 2017-02-01 is 1189.8702368189324
The real value for eth_price on 2017-02-01 is 10.735000000000465
The predicted value for eth_price on 2017-02-01 is 11.38816559833023
The real value for pos_sent on 2017-02-01 is 0.1294325015994884
The predicted value for pos_sent on 2017-02-01 is 0.12446265451681146
The real value for neg_sent on 2017-02-01 is 0.055811473661761576
The predicted value for neg_sent on 2017-02-01 is 0.07407949605681498
The real value for tot_num_trans on 2017-02-01 is 350560.0
The predicted value for tot_num_trans on 2017-02-01 is 297561.519393831
The real value for unique_addr on 2017-02-01 is 599052.0
The predicted value for unique_addr on 2017-02-01 is 491752.5003970177
The real value for hash_rate on 2017-02-01 is 3750587.467326551
The predicted value for hash_rate on 2017-02-01 is 3085268.9895366626
The real value for mempool_trans on 2017-02-01 is 104770.0
The predicted value for mempool_trans on 2017-02-01 is 58497.52160568198
The real value for avg_trans_per_block on 2017-02-01 is 1825.833333333333
The predicted value for avg_trans_per_block on 2017-02-01 is 1844.9365915217177
The real value of mkt_price was [[ 979.703875]] on 2017-02-01
The predicted value of mkt_price was [[ 954.93609912]] on 2017-02-01
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.672
Model: OLS Adj. R-squared: 0.635
Method: Least Squares F-statistic: 18.21
Date: Sun, 17 Sep 2017 Prob (F-statistic): 4.74e-16
Time: 16:19:07 Log-Likelihood: -488.26
No. Observations: 90 AIC: 996.5
Df Residuals: 80 BIC: 1022.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1254.4909 478.420 2.622 0.010 302.404 2206.578
x1 -1.2676 0.345 -3.676 0.000 -1.954 -0.581
x2 30.6529 11.592 2.644 0.010 7.585 53.721
x3 2441.8112 874.358 2.793 0.007 701.784 4181.838
x4 -789.5994 962.073 -0.821 0.414 -2704.186 1124.988
x5 -0.0004 0.001 -0.664 0.509 -0.002 0.001
x6 -5.422e-05 0.000 -0.137 0.891 -0.001 0.001
x7 0.0001 3.12e-05 4.803 0.000 8.78e-05 0.000
x8 -0.0004 0.000 -2.153 0.034 -0.001 -2.86e-05
x9 0.1745 0.059 2.959 0.004 0.057 0.292
==============================================================================
Omnibus: 19.214 Durbin-Watson: 0.546
Prob(Omnibus): 0.000 Jarque-Bera (JB): 24.194
Skew: 1.059 Prob(JB): 5.58e-06
Kurtosis: 4.401 Cond. No. 4.53e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.53e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-04 to 2017-02-01 and predicting on 2017-02-02 ----
Creating Time series models:
The real value for gold_price on 2017-02-02 is 1224.0499999998854
The predicted value for gold_price on 2017-02-02 is 1188.8153391394376
The real value for eth_price on 2017-02-02 is 10.779999999999257
The predicted value for eth_price on 2017-02-02 is 11.492983877627266
The real value for pos_sent on 2017-02-02 is 0.1433531321619556
The predicted value for pos_sent on 2017-02-02 is 0.13188210955356286
The real value for neg_sent on 2017-02-02 is 0.07207448433919024
The predicted value for neg_sent on 2017-02-02 is 0.07201549960538375
The real value for tot_num_trans on 2017-02-02 is 259559.0
The predicted value for tot_num_trans on 2017-02-02 is 282514.0160699174
The real value for unique_addr on 2017-02-02 is 452585.0
The predicted value for unique_addr on 2017-02-02 is 481109.893161246
The real value for hash_rate on 2017-02-02 is 3066886.6269284827
The predicted value for hash_rate on 2017-02-02 is 3003713.6311950926
The real value for mempool_trans on 2017-02-02 is 56515.5
The predicted value for mempool_trans on 2017-02-02 is 53611.64179720073
The real value for avg_trans_per_block on 2017-02-02 is 1653.2420382165603
The predicted value for avg_trans_per_block on 2017-02-02 is 1919.793764288965
The real value of mkt_price was [[ 1007.6137125]] on 2017-02-02
The predicted value of mkt_price was [[ 988.81327802]] on 2017-02-02
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.676
Model: OLS Adj. R-squared: 0.640
Method: Least Squares F-statistic: 18.58
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.80e-16
Time: 16:19:18 Log-Likelihood: -487.94
No. Observations: 90 AIC: 995.9
Df Residuals: 80 BIC: 1021.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1311.8964 466.154 2.814 0.006 384.220 2239.573
x1 -1.3241 0.342 -3.872 0.000 -2.005 -0.644
x2 31.7035 11.449 2.769 0.007 8.920 54.487
x3 2475.9545 872.183 2.839 0.006 740.255 4211.654
x4 -908.1279 964.411 -0.942 0.349 -2827.367 1011.111
x5 -0.0005 0.001 -0.776 0.440 -0.002 0.001
x6 -1.476e-05 0.000 -0.038 0.970 -0.001 0.001
x7 0.0001 2.94e-05 5.072 0.000 9.07e-05 0.000
x8 -0.0004 0.000 -2.078 0.041 -0.001 -1.54e-05
x9 0.1764 0.059 3.012 0.003 0.060 0.293
==============================================================================
Omnibus: 18.692 Durbin-Watson: 0.554
Prob(Omnibus): 0.000 Jarque-Bera (JB): 23.255
Skew: 1.041 Prob(JB): 8.92e-06
Kurtosis: 4.368 Cond. No. 4.60e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.6e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-05 to 2017-02-02 and predicting on 2017-02-03 ----
Creating Time series models:
The real value for gold_price on 2017-02-03 is 1213.0499999998895
The predicted value for gold_price on 2017-02-03 is 1191.4987771477267
The real value for eth_price on 2017-02-03 is 10.959999999999262
The predicted value for eth_price on 2017-02-03 is 11.45075490057764
The real value for pos_sent on 2017-02-03 is 0.14119209265175744
The predicted value for pos_sent on 2017-02-03 is 0.1339665462629359
The real value for neg_sent on 2017-02-03 is 0.06476737220447282
The predicted value for neg_sent on 2017-02-03 is 0.0659917945638754
The real value for tot_num_trans on 2017-02-03 is 323563.0
The predicted value for tot_num_trans on 2017-02-03 is 274621.5470219509
The real value for unique_addr on 2017-02-03 is 560374.0
The predicted value for unique_addr on 2017-02-03 is 464913.8249098099
The real value for hash_rate on 2017-02-03 is 2910612.1491232086
The predicted value for hash_rate on 2017-02-03 is 3172480.2817198285
The real value for mempool_trans on 2017-02-03 is 67658.83333333333
The predicted value for mempool_trans on 2017-02-03 is 57483.328148777335
The real value for avg_trans_per_block on 2017-02-03 is 2171.5637583892617
The predicted value for avg_trans_per_block on 2017-02-03 is 1724.3294573087444
The real value of mkt_price was [[ 1013.027]] on 2017-02-03
The predicted value of mkt_price was [[ 993.16408312]] on 2017-02-03
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.676
Model: OLS Adj. R-squared: 0.640
Method: Least Squares F-statistic: 18.56
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.89e-16
Time: 16:19:28 Log-Likelihood: -488.92
No. Observations: 90 AIC: 997.8
Df Residuals: 80 BIC: 1023.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1219.9875 484.829 2.516 0.014 255.147 2184.828
x1 -1.2813 0.357 -3.588 0.001 -1.992 -0.571
x2 30.8555 11.647 2.649 0.010 7.677 54.034
x3 2651.7658 874.547 3.032 0.003 911.361 4392.170
x4 -755.5287 978.296 -0.772 0.442 -2702.399 1191.342
x5 -0.0005 0.001 -0.745 0.459 -0.002 0.001
x6 -3.818e-05 0.000 -0.097 0.923 -0.001 0.001
x7 0.0002 2.93e-05 5.367 0.000 9.88e-05 0.000
x8 -0.0004 0.000 -2.055 0.043 -0.001 -1.15e-05
x9 0.1804 0.062 2.910 0.005 0.057 0.304
==============================================================================
Omnibus: 18.056 Durbin-Watson: 0.595
Prob(Omnibus): 0.000 Jarque-Bera (JB): 22.046
Skew: 1.023 Prob(JB): 1.63e-05
Kurtosis: 4.301 Cond. No. 4.63e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.63e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-06 to 2017-02-03 and predicting on 2017-02-04 ----
Creating Time series models:
The real value for gold_price on 2017-02-04 is 1213.0499999998917
The predicted value for gold_price on 2017-02-04 is 1198.5661865535658
The real value for eth_price on 2017-02-04 is 11.27999999999927
The predicted value for eth_price on 2017-02-04 is 11.40087206466676
The real value for pos_sent on 2017-02-04 is 0.14581487569344584
The predicted value for pos_sent on 2017-02-04 is 0.1377773320663873
The real value for neg_sent on 2017-02-04 is 0.07151818368604897
The predicted value for neg_sent on 2017-02-04 is 0.06645992785838523
The real value for tot_num_trans on 2017-02-04 is 286326.0
The predicted value for tot_num_trans on 2017-02-04 is 261341.58228864297
The real value for unique_addr on 2017-02-04 is 500098.0
The predicted value for unique_addr on 2017-02-04 is 469502.0801759702
The real value for hash_rate on 2017-02-04 is 3043000.8428698913
The predicted value for hash_rate on 2017-02-04 is 3131865.8603586615
The real value for mempool_trans on 2017-02-04 is 306620.5
The predicted value for mempool_trans on 2017-02-04 is 50803.078614685866
The real value for avg_trans_per_block on 2017-02-04 is 1974.6620689655167
The predicted value for avg_trans_per_block on 2017-02-04 is 1652.0857070953557
The real value of mkt_price was [[ 1030.9994125]] on 2017-02-04
The predicted value of mkt_price was [[ 983.81957079]] on 2017-02-04
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.683
Model: OLS Adj. R-squared: 0.647
Method: Least Squares F-statistic: 19.14
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.29e-16
Time: 16:19:39 Log-Likelihood: -488.90
No. Observations: 90 AIC: 997.8
Df Residuals: 80 BIC: 1023.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1183.3188 470.890 2.513 0.014 246.219 2120.419
x1 -1.2905 0.359 -3.593 0.001 -2.005 -0.576
x2 31.1175 11.666 2.667 0.009 7.901 54.334
x3 2750.5597 850.449 3.234 0.002 1058.113 4443.007
x4 -685.7178 978.841 -0.701 0.486 -2633.674 1262.239
x5 -0.0005 0.001 -0.872 0.386 -0.002 0.001
x6 2.349e-05 0.000 0.060 0.952 -0.001 0.001
x7 0.0002 2.86e-05 5.597 0.000 0.000 0.000
x8 -0.0004 0.000 -2.104 0.039 -0.001 -2.02e-05
x9 0.1863 0.060 3.093 0.003 0.066 0.306
==============================================================================
Omnibus: 17.427 Durbin-Watson: 0.608
Prob(Omnibus): 0.000 Jarque-Bera (JB): 20.935
Skew: 1.002 Prob(JB): 2.85e-05
Kurtosis: 4.251 Cond. No. 4.58e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.58e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-07 to 2017-02-04 and predicting on 2017-02-05 ----
Creating Time series models:
The real value for gold_price on 2017-02-05 is 1213.049999999891
The predicted value for gold_price on 2017-02-05 is 1201.537061670478
The real value for eth_price on 2017-02-05 is 11.3949999999989
The predicted value for eth_price on 2017-02-05 is 11.455074255622865
The real value for pos_sent on 2017-02-05 is 0.14154602980200065
The predicted value for pos_sent on 2017-02-05 is 0.1335335613376216
The real value for neg_sent on 2017-02-05 is 0.07556256378852823
The predicted value for neg_sent on 2017-02-05 is 0.06581842653497204
The real value for tot_num_trans on 2017-02-05 is 292101.0
The predicted value for tot_num_trans on 2017-02-05 is 249085.57874815125
The real value for unique_addr on 2017-02-05 is 510277.0
The predicted value for unique_addr on 2017-02-05 is 442071.9611441848
The real value for hash_rate on 2017-02-05 is 3336807.8208021554
The predicted value for hash_rate on 2017-02-05 is 3219645.6315634246
The real value for mempool_trans on 2017-02-05 is 83431.5
The predicted value for mempool_trans on 2017-02-05 is 34325.944461652296
The real value for avg_trans_per_block on 2017-02-05 is 1837.1132075471694
The predicted value for avg_trans_per_block on 2017-02-05 is 1568.8658356712233
The real value of mkt_price was [[ 1014.837725]] on 2017-02-05
The predicted value of mkt_price was [[ 984.56080747]] on 2017-02-05
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.691
Model: OLS Adj. R-squared: 0.656
Method: Least Squares F-statistic: 19.89
Date: Sun, 17 Sep 2017 Prob (F-statistic): 4.66e-17
Time: 16:19:49 Log-Likelihood: -488.94
No. Observations: 90 AIC: 997.9
Df Residuals: 80 BIC: 1023.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1157.3338 470.089 2.462 0.016 221.827 2092.841
x1 -1.3511 0.364 -3.713 0.000 -2.075 -0.627
x2 32.3158 11.713 2.759 0.007 9.006 55.626
x3 3078.3672 861.664 3.573 0.001 1363.602 4793.133
x4 -612.1325 985.452 -0.621 0.536 -2573.244 1348.979
x5 -0.0007 0.001 -1.186 0.239 -0.002 0.000
x6 0.0001 0.000 0.264 0.792 -0.001 0.001
x7 0.0002 2.83e-05 5.885 0.000 0.000 0.000
x8 -0.0003 0.000 -1.677 0.097 -0.001 4.76e-05
x9 0.2015 0.059 3.397 0.001 0.083 0.320
==============================================================================
Omnibus: 16.505 Durbin-Watson: 0.631
Prob(Omnibus): 0.000 Jarque-Bera (JB): 19.644
Skew: 0.952 Prob(JB): 5.42e-05
Kurtosis: 4.269 Cond. No. 4.67e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.67e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-08 to 2017-02-05 and predicting on 2017-02-06 ----
Creating Time series models:
The real value for gold_price on 2017-02-06 is 1221.8499999999156
The predicted value for gold_price on 2017-02-06 is 1201.7490166977643
The real value for eth_price on 2017-02-06 is 11.37000000000099
The predicted value for eth_price on 2017-02-06 is 11.538847854770735
The real value for pos_sent on 2017-02-06 is 0.12933792839364372
The predicted value for pos_sent on 2017-02-06 is 0.13501412798050988
The real value for neg_sent on 2017-02-06 is 0.06744380624162347
The predicted value for neg_sent on 2017-02-06 is 0.062415864134545605
The real value for tot_num_trans on 2017-02-06 is 230027.0
The predicted value for tot_num_trans on 2017-02-06 is 280518.3618128884
The real value for unique_addr on 2017-02-06 is 440409.0
The predicted value for unique_addr on 2017-02-06 is 493152.60007159726
The real value for hash_rate on 2017-02-06 is 2623276.58868094
The predicted value for hash_rate on 2017-02-06 is 3244732.6029567956
The real value for mempool_trans on 2017-02-06 is 40363.0
The predicted value for mempool_trans on 2017-02-06 is 41846.04074731837
The real value for avg_trans_per_block on 2017-02-06 is 1840.2160000000001
The predicted value for avg_trans_per_block on 2017-02-06 is 1728.0230331612756
The real value of mkt_price was [[ 1024.01375]] on 2017-02-06
The predicted value of mkt_price was [[ 1010.15458947]] on 2017-02-06
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.697
Model: OLS Adj. R-squared: 0.663
Method: Least Squares F-statistic: 20.46
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.21e-17
Time: 16:19:59 Log-Likelihood: -488.75
No. Observations: 90 AIC: 997.5
Df Residuals: 80 BIC: 1023.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1204.1598 461.360 2.610 0.011 286.024 2122.295
x1 -1.3961 0.368 -3.797 0.000 -2.128 -0.664
x2 32.8431 11.719 2.802 0.006 9.521 56.165
x3 3097.2229 844.956 3.666 0.000 1415.707 4778.739
x4 -574.1435 970.860 -0.591 0.556 -2506.216 1357.929
x5 -0.0007 0.001 -1.163 0.248 -0.002 0.000
x6 0.0001 0.000 0.271 0.787 -0.001 0.001
x7 0.0002 2.78e-05 5.968 0.000 0.000 0.000
x8 -0.0003 0.000 -1.660 0.101 -0.001 4.98e-05
x9 0.1971 0.059 3.342 0.001 0.080 0.315
==============================================================================
Omnibus: 16.476 Durbin-Watson: 0.657
Prob(Omnibus): 0.000 Jarque-Bera (JB): 19.629
Skew: 0.949 Prob(JB): 5.46e-05
Kurtosis: 4.277 Cond. No. 4.59e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.59e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-09 to 2017-02-06 and predicting on 2017-02-07 ----
Creating Time series models:
The real value for gold_price on 2017-02-07 is 1231.0
The predicted value for gold_price on 2017-02-07 is 1217.5606398853683
The real value for eth_price on 2017-02-07 is 11.474999999998982
The predicted value for eth_price on 2017-02-07 is 11.701568188961424
The real value for pos_sent on 2017-02-07 is 0.13516037904523523
The predicted value for pos_sent on 2017-02-07 is 0.13373812665351478
The real value for neg_sent on 2017-02-07 is 0.058521723583050196
The predicted value for neg_sent on 2017-02-07 is 0.06658390158165654
The real value for tot_num_trans on 2017-02-07 is 325268.0
The predicted value for tot_num_trans on 2017-02-07 is 293375.86560350994
The real value for unique_addr on 2017-02-07 is 557390.0
The predicted value for unique_addr on 2017-02-07 is 505727.2593342647
The real value for hash_rate on 2017-02-07 is 3168918.1191265755
The predicted value for hash_rate on 2017-02-07 is 3113577.2653616993
The real value for mempool_trans on 2017-02-07 is 126099.0
The predicted value for mempool_trans on 2017-02-07 is 44713.74393071981
The real value for avg_trans_per_block on 2017-02-07 is 2154.092715231788
The predicted value for avg_trans_per_block on 2017-02-07 is 1902.8324530148684
The real value of mkt_price was [[ 1050.11]] on 2017-02-07
The predicted value of mkt_price was [[ 998.78996259]] on 2017-02-07
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.690
Model: OLS Adj. R-squared: 0.655
Method: Least Squares F-statistic: 19.75
Date: Sun, 17 Sep 2017 Prob (F-statistic): 5.64e-17
Time: 16:20:10 Log-Likelihood: -490.65
No. Observations: 90 AIC: 1001.
Df Residuals: 80 BIC: 1026.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1179.2948 474.362 2.486 0.015 235.284 2123.306
x1 -1.3659 0.380 -3.596 0.001 -2.122 -0.610
x2 33.2406 11.980 2.775 0.007 9.400 57.081
x3 2945.8833 859.155 3.429 0.001 1236.110 4655.656
x4 -614.6045 1004.916 -0.612 0.543 -2614.451 1385.242
x5 -0.0010 0.001 -1.684 0.096 -0.002 0.000
x6 0.0002 0.000 0.394 0.695 -0.001 0.001
x7 0.0002 2.81e-05 6.175 0.000 0.000 0.000
x8 -0.0003 0.000 -1.634 0.106 -0.001 5.49e-05
x9 0.2255 0.058 3.867 0.000 0.109 0.342
==============================================================================
Omnibus: 15.353 Durbin-Watson: 0.626
Prob(Omnibus): 0.000 Jarque-Bera (JB): 17.571
Skew: 0.925 Prob(JB): 0.000153
Kurtosis: 4.125 Cond. No. 4.61e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.61e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-10 to 2017-02-07 and predicting on 2017-02-08 ----
Creating Time series models:
The real value for gold_price on 2017-02-08 is 1235.5999999999187
The predicted value for gold_price on 2017-02-08 is 1222.7845695491146
The real value for eth_price on 2017-02-08 is 11.48500000000048
The predicted value for eth_price on 2017-02-08 is 11.920131746780498
The real value for pos_sent on 2017-02-08 is 0.12112255285826205
The predicted value for pos_sent on 2017-02-08 is 0.13427586542172162
The real value for neg_sent on 2017-02-08 is 0.06421534847298353
The predicted value for neg_sent on 2017-02-08 is 0.06530877972570348
The real value for tot_num_trans on 2017-02-08 is 308316.0
The predicted value for tot_num_trans on 2017-02-08 is 304602.8247344821
The real value for unique_addr on 2017-02-08 is 516490.0
The predicted value for unique_addr on 2017-02-08 is 511896.44594204356
The real value for hash_rate on 2017-02-08 is 3063987.0555793373
The predicted value for hash_rate on 2017-02-08 is 3318192.1027698983
The real value for mempool_trans on 2017-02-08 is 250372.0
The predicted value for mempool_trans on 2017-02-08 is 81228.80666520211
The real value for avg_trans_per_block on 2017-02-08 is 2111.7534246575337
The predicted value for avg_trans_per_block on 2017-02-08 is 1822.5486705957935
The real value of mkt_price was [[ 1052.3766125]] on 2017-02-08
The predicted value of mkt_price was [[ 1001.67875012]] on 2017-02-08
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.698
Model: OLS Adj. R-squared: 0.664
Method: Least Squares F-statistic: 20.58
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.89e-17
Time: 16:20:20 Log-Likelihood: -490.67
No. Observations: 90 AIC: 1001.
Df Residuals: 80 BIC: 1026.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1269.4936 515.781 2.461 0.016 243.057 2295.930
x1 -1.4360 0.409 -3.511 0.001 -2.250 -0.622
x2 34.1819 12.200 2.802 0.006 9.903 58.461
x3 2816.6145 885.780 3.180 0.002 1053.856 4579.373
x4 -810.7468 1005.120 -0.807 0.422 -2810.999 1189.506
x5 -0.0011 0.001 -1.827 0.071 -0.002 9.68e-05
x6 0.0002 0.000 0.494 0.623 -0.001 0.001
x7 0.0002 2.74e-05 6.452 0.000 0.000 0.000
x8 -0.0002 0.000 -1.459 0.148 -0.001 8.27e-05
x9 0.2293 0.057 3.994 0.000 0.115 0.344
==============================================================================
Omnibus: 13.573 Durbin-Watson: 0.633
Prob(Omnibus): 0.001 Jarque-Bera (JB): 14.812
Skew: 0.864 Prob(JB): 0.000608
Kurtosis: 3.981 Cond. No. 4.77e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.77e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-11 to 2017-02-08 and predicting on 2017-02-09 ----
Creating Time series models:
The real value for gold_price on 2017-02-09 is 1241.75
The predicted value for gold_price on 2017-02-09 is 1217.9835770318562
The real value for eth_price on 2017-02-09 is 11.235000000000479
The predicted value for eth_price on 2017-02-09 is 11.929466732783517
The real value for pos_sent on 2017-02-09 is 0.12047519783825551
The predicted value for pos_sent on 2017-02-09 is 0.13873007319333472
The real value for neg_sent on 2017-02-09 is 0.0929992279482725
The predicted value for neg_sent on 2017-02-09 is 0.06603732117329246
The real value for tot_num_trans on 2017-02-09 is 346544.0
The predicted value for tot_num_trans on 2017-02-09 is 282541.23219745717
The real value for unique_addr on 2017-02-09 is 575007.0
The predicted value for unique_addr on 2017-02-09 is 474092.53151871485
The real value for hash_rate on 2017-02-09 is 3546669.9478966305
The predicted value for hash_rate on 2017-02-09 is 3253099.9623809815
The real value for mempool_trans on 2017-02-09 is 170184.5
The predicted value for mempool_trans on 2017-02-09 is 72944.22521425379
The real value for avg_trans_per_block on 2017-02-09 is 2050.5562130177514
The predicted value for avg_trans_per_block on 2017-02-09 is 1737.422301989725
The real value of mkt_price was [[ 976.103]] on 2017-02-09
The predicted value of mkt_price was [[ 1011.19947387]] on 2017-02-09
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.691
Model: OLS Adj. R-squared: 0.656
Method: Least Squares F-statistic: 19.88
Date: Sun, 17 Sep 2017 Prob (F-statistic): 4.74e-17
Time: 16:20:30 Log-Likelihood: -492.86
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1335.9599 552.888 2.416 0.018 235.678 2436.242
x1 -1.3996 0.436 -3.212 0.002 -2.267 -0.532
x2 32.0775 12.523 2.561 0.012 7.155 57.000
x3 2339.6876 901.252 2.596 0.011 546.139 4133.236
x4 -1289.0424 1003.490 -1.285 0.203 -3286.052 707.967
x5 -0.0012 0.001 -2.033 0.045 -0.002 -2.6e-05
x6 0.0002 0.000 0.415 0.679 -0.001 0.001
x7 0.0002 2.77e-05 6.711 0.000 0.000 0.000
x8 -0.0001 0.000 -0.706 0.482 -0.000 0.000
x9 0.2482 0.058 4.268 0.000 0.132 0.364
==============================================================================
Omnibus: 13.024 Durbin-Watson: 0.575
Prob(Omnibus): 0.001 Jarque-Bera (JB): 13.905
Skew: 0.862 Prob(JB): 0.000956
Kurtosis: 3.857 Cond. No. 4.69e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.69e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-12 to 2017-02-09 and predicting on 2017-02-10 ----
Creating Time series models:
The real value for gold_price on 2017-02-10 is 1225.75
The predicted value for gold_price on 2017-02-10 is 1222.9287298429545
The real value for eth_price on 2017-02-10 is 11.16000000000126
The predicted value for eth_price on 2017-02-10 is 11.763190719201766
The real value for pos_sent on 2017-02-10 is 0.12421585903083711
The predicted value for pos_sent on 2017-02-10 is 0.13336901293534748
The real value for neg_sent on 2017-02-10 is 0.07764547933710933
The predicted value for neg_sent on 2017-02-10 is 0.07161976936967031
The real value for tot_num_trans on 2017-02-10 is 304456.0
The predicted value for tot_num_trans on 2017-02-10 is 277212.2727478497
The real value for unique_addr on 2017-02-10 is 507435.0
The predicted value for unique_addr on 2017-02-10 is 487543.91582922294
The real value for hash_rate on 2017-02-10 is 3105959.480998233
The predicted value for hash_rate on 2017-02-10 is 3302293.155281244
The real value for mempool_trans on 2017-02-10 is 96694.25
The predicted value for mempool_trans on 2017-02-10 is 69623.44118707502
The real value for avg_trans_per_block on 2017-02-10 is 2057.135135135135
The predicted value for avg_trans_per_block on 2017-02-10 is 1705.9863428396195
The real value of mkt_price was [[ 999.1035]] on 2017-02-10
The predicted value of mkt_price was [[ 992.66709451]] on 2017-02-10
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.689
Model: OLS Adj. R-squared: 0.654
Method: Least Squares F-statistic: 19.70
Date: Sun, 17 Sep 2017 Prob (F-statistic): 6.08e-17
Time: 16:20:41 Log-Likelihood: -493.02
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1230.1268 534.991 2.299 0.024 165.460 2294.793
x1 -1.3264 0.427 -3.106 0.003 -2.176 -0.476
x2 30.4427 12.183 2.499 0.015 6.199 54.687
x3 2393.3748 920.790 2.599 0.011 560.944 4225.805
x4 -1111.6953 949.157 -1.171 0.245 -3000.579 777.188
x5 -0.0012 0.001 -1.991 0.050 -0.002 -5.62e-07
x6 0.0002 0.000 0.421 0.675 -0.001 0.001
x7 0.0002 2.7e-05 7.005 0.000 0.000 0.000
x8 -0.0001 0.000 -0.737 0.463 -0.000 0.000
x9 0.2511 0.058 4.320 0.000 0.135 0.367
==============================================================================
Omnibus: 13.917 Durbin-Watson: 0.586
Prob(Omnibus): 0.001 Jarque-Bera (JB): 15.218
Skew: 0.890 Prob(JB): 0.000496
Kurtosis: 3.942 Cond. No. 4.57e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.57e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-13 to 2017-02-10 and predicting on 2017-02-11 ----
Creating Time series models:
The real value for gold_price on 2017-02-11 is 1225.75
The predicted value for gold_price on 2017-02-11 is 1229.42840879064
The real value for eth_price on 2017-02-11 is 11.31999999999974
The predicted value for eth_price on 2017-02-11 is 11.74101334430075
The real value for pos_sent on 2017-02-11 is 0.1391725534308213
The predicted value for pos_sent on 2017-02-11 is 0.1411884571624364
The real value for neg_sent on 2017-02-11 is 0.07083509561304824
The predicted value for neg_sent on 2017-02-11 is 0.06832626416907624
The real value for tot_num_trans on 2017-02-11 is 262686.0
The predicted value for tot_num_trans on 2017-02-11 is 262995.29412571224
The real value for unique_addr on 2017-02-11 is 474676.0
The predicted value for unique_addr on 2017-02-11 is 471893.9431816743
The real value for hash_rate on 2017-02-11 is 2917083.566613205
The predicted value for hash_rate on 2017-02-11 is 3167332.014851758
The real value for mempool_trans on 2017-02-11 is 53025.75
The predicted value for mempool_trans on 2017-02-11 is 91303.69370617386
The real value for avg_trans_per_block on 2017-02-11 is 1889.8273381294964
The predicted value for avg_trans_per_block on 2017-02-11 is 1720.2243466513605
The real value of mkt_price was [[ 1008.8466625]] on 2017-02-11
The predicted value of mkt_price was [[ 996.74010998]] on 2017-02-11
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.689
Model: OLS Adj. R-squared: 0.654
Method: Least Squares F-statistic: 19.72
Date: Sun, 17 Sep 2017 Prob (F-statistic): 5.89e-17
Time: 16:20:51 Log-Likelihood: -492.90
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1266.6511 540.031 2.346 0.021 191.955 2341.347
x1 -1.3569 0.431 -3.145 0.002 -2.216 -0.498
x2 30.1826 12.111 2.492 0.015 6.081 54.284
x3 2326.3923 923.907 2.518 0.014 487.758 4165.026
x4 -1170.6672 955.541 -1.225 0.224 -3072.255 730.920
x5 -0.0012 0.001 -1.974 0.052 -0.002 1.01e-05
x6 0.0001 0.000 0.285 0.776 -0.001 0.001
x7 0.0002 2.67e-05 7.311 0.000 0.000 0.000
x8 -0.0001 0.000 -0.747 0.457 -0.000 0.000
x9 0.2645 0.058 4.588 0.000 0.150 0.379
==============================================================================
Omnibus: 12.939 Durbin-Watson: 0.594
Prob(Omnibus): 0.002 Jarque-Bera (JB): 13.849
Skew: 0.847 Prob(JB): 0.000983
Kurtosis: 3.907 Cond. No. 4.65e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.65e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-14 to 2017-02-11 and predicting on 2017-02-12 ----
Creating Time series models:
The real value for gold_price on 2017-02-12 is 1225.75
The predicted value for gold_price on 2017-02-12 is 1227.7273835664598
The real value for eth_price on 2017-02-12 is 11.375
The predicted value for eth_price on 2017-02-12 is 11.76132681023095
The real value for pos_sent on 2017-02-12 is 0.13607000234907213
The predicted value for pos_sent on 2017-02-12 is 0.1321610576035094
The real value for neg_sent on 2017-02-12 is 0.06214752172891703
The predicted value for neg_sent on 2017-02-12 is 0.06634154206031238
The real value for tot_num_trans on 2017-02-12 is 238182.0
The predicted value for tot_num_trans on 2017-02-12 is 251894.00850893883
The real value for unique_addr on 2017-02-12 is 422084.0
The predicted value for unique_addr on 2017-02-12 is 450260.9991751898
The real value for hash_rate on 2017-02-12 is 2959055.9920321
The predicted value for hash_rate on 2017-02-12 is 3393499.477670781
The real value for mempool_trans on 2017-02-12 is 43050.0
The predicted value for mempool_trans on 2017-02-12 is 49537.27477769497
The real value for avg_trans_per_block on 2017-02-12 is 1689.2340425531916
The predicted value for avg_trans_per_block on 2017-02-12 is 1509.0720532751457
The real value of mkt_price was [[ 1000.604625]] on 2017-02-12
The predicted value of mkt_price was [[ 985.61294201]] on 2017-02-12
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.690
Model: OLS Adj. R-squared: 0.655
Method: Least Squares F-statistic: 19.74
Date: Sun, 17 Sep 2017 Prob (F-statistic): 5.69e-17
Time: 16:21:01 Log-Likelihood: -492.79
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1323.0646 554.175 2.387 0.019 220.221 2425.908
x1 -1.4204 0.450 -3.153 0.002 -2.317 -0.524
x2 30.8945 12.178 2.537 0.013 6.659 55.130
x3 2285.3655 927.115 2.465 0.016 440.347 4130.383
x4 -1163.7319 950.789 -1.224 0.225 -3055.863 728.399
x5 -0.0013 0.001 -2.080 0.041 -0.003 -5.59e-05
x6 0.0001 0.000 0.363 0.718 -0.001 0.001
x7 0.0002 2.66e-05 7.468 0.000 0.000 0.000
x8 -0.0001 0.000 -0.757 0.451 -0.000 0.000
x9 0.2696 0.057 4.767 0.000 0.157 0.382
==============================================================================
Omnibus: 12.192 Durbin-Watson: 0.599
Prob(Omnibus): 0.002 Jarque-Bera (JB): 12.822
Skew: 0.816 Prob(JB): 0.00164
Kurtosis: 3.871 Cond. No. 4.67e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.67e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-15 to 2017-02-12 and predicting on 2017-02-13 ----
Creating Time series models:
The real value for gold_price on 2017-02-13 is 1229.4000000000847
The predicted value for gold_price on 2017-02-13 is 1234.4084563287872
The real value for eth_price on 2017-02-13 is 11.324999999998997
The predicted value for eth_price on 2017-02-13 is 11.784065172147589
The real value for pos_sent on 2017-02-13 is 0.12478775038520834
The predicted value for pos_sent on 2017-02-13 is 0.1329142177335163
The real value for neg_sent on 2017-02-13 is 0.0589857473035439
The predicted value for neg_sent on 2017-02-13 is 0.06651401012926303
The real value for tot_num_trans on 2017-02-13 is 288290.0
The predicted value for tot_num_trans on 2017-02-13 is 265774.2146505417
The real value for unique_addr on 2017-02-13 is 503160.0
The predicted value for unique_addr on 2017-02-13 is 489550.68942486023
The real value for hash_rate on 2017-02-13 is 3420752.671639945
The predicted value for hash_rate on 2017-02-13 is 3137829.123915912
The real value for mempool_trans on 2017-02-13 is 19444.5
The predicted value for mempool_trans on 2017-02-13 is 33004.27058155562
The real value for avg_trans_per_block on 2017-02-13 is 1768.6503067484662
The predicted value for avg_trans_per_block on 2017-02-13 is 1723.381611663538
The real value of mkt_price was [[ 999.877375]] on 2017-02-13
The predicted value of mkt_price was [[ 977.05780287]] on 2017-02-13
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.687
Model: OLS Adj. R-squared: 0.652
Method: Least Squares F-statistic: 19.52
Date: Sun, 17 Sep 2017 Prob (F-statistic): 7.74e-17
Time: 16:21:12 Log-Likelihood: -492.95
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1307.8006 554.937 2.357 0.021 203.442 2412.160
x1 -1.4001 0.450 -3.114 0.003 -2.295 -0.505
x2 30.7963 12.244 2.515 0.014 6.431 55.162
x3 2278.4327 934.760 2.437 0.017 418.201 4138.665
x4 -1201.0636 967.130 -1.242 0.218 -3125.714 723.586
x5 -0.0013 0.001 -2.079 0.041 -0.003 -5.5e-05
x6 0.0001 0.000 0.301 0.764 -0.001 0.001
x7 0.0002 2.7e-05 7.413 0.000 0.000 0.000
x8 -0.0001 0.000 -0.776 0.440 -0.000 0.000
x9 0.2732 0.058 4.749 0.000 0.159 0.388
==============================================================================
Omnibus: 11.678 Durbin-Watson: 0.591
Prob(Omnibus): 0.003 Jarque-Bera (JB): 12.136
Skew: 0.792 Prob(JB): 0.00232
Kurtosis: 3.851 Cond. No. 4.76e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.76e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-16 to 2017-02-13 and predicting on 2017-02-14 ----
Creating Time series models:
The real value for gold_price on 2017-02-14 is 1229.6500000000815
The predicted value for gold_price on 2017-02-14 is 1240.1845587927392
The real value for eth_price on 2017-02-14 is 12.16000000000159
The predicted value for eth_price on 2017-02-14 is 11.973016690800781
The real value for pos_sent on 2017-02-14 is 0.13862701966128066
The predicted value for pos_sent on 2017-02-14 is 0.1284749280158903
The real value for neg_sent on 2017-02-14 is 0.0641516449289469
The predicted value for neg_sent on 2017-02-14 is 0.062465288713755986
The real value for tot_num_trans on 2017-02-14 is 315084.0
The predicted value for tot_num_trans on 2017-02-14 is 303649.3179385784
The real value for unique_addr on 2017-02-14 is 530239.0
The predicted value for unique_addr on 2017-02-14 is 515500.3358781535
The real value for hash_rate on 2017-02-14 is 3546669.9478966305
The predicted value for hash_rate on 2017-02-14 is 3333903.292610822
The real value for mempool_trans on 2017-02-14 is 28684.0
The predicted value for mempool_trans on 2017-02-14 is 51307.197991809386
The real value for avg_trans_per_block on 2017-02-14 is 1864.4023668639054
The predicted value for avg_trans_per_block on 2017-02-14 is 1849.1441812620203
The real value of mkt_price was [[ 1011.78025]] on 2017-02-14
The predicted value of mkt_price was [[ 995.08364038]] on 2017-02-14
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.685
Model: OLS Adj. R-squared: 0.650
Method: Least Squares F-statistic: 19.37
Date: Sun, 17 Sep 2017 Prob (F-statistic): 9.51e-17
Time: 16:21:22 Log-Likelihood: -492.94
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1306.3495 556.402 2.348 0.021 199.075 2413.624
x1 -1.3998 0.450 -3.113 0.003 -2.295 -0.505
x2 30.9112 12.225 2.529 0.013 6.583 55.240
x3 2286.0598 931.318 2.455 0.016 432.679 4139.441
x4 -1196.3410 960.687 -1.245 0.217 -3108.170 715.488
x5 -0.0013 0.001 -2.079 0.041 -0.003 -5.53e-05
x6 0.0001 0.000 0.307 0.760 -0.001 0.001
x7 0.0002 2.71e-05 7.360 0.000 0.000 0.000
x8 -0.0001 0.000 -0.776 0.440 -0.000 0.000
x9 0.2722 0.058 4.701 0.000 0.157 0.387
==============================================================================
Omnibus: 11.695 Durbin-Watson: 0.593
Prob(Omnibus): 0.003 Jarque-Bera (JB): 12.153
Skew: 0.794 Prob(JB): 0.00230
Kurtosis: 3.847 Cond. No. 4.76e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.76e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-17 to 2017-02-14 and predicting on 2017-02-15 ----
Creating Time series models:
The real value for gold_price on 2017-02-15 is 1225.150000000062
The predicted value for gold_price on 2017-02-15 is 1248.2139176260546
The real value for eth_price on 2017-02-15 is 12.980000000001331
The predicted value for eth_price on 2017-02-15 is 12.199115385063644
The real value for pos_sent on 2017-02-15 is 0.12774146139515621
The predicted value for pos_sent on 2017-02-15 is 0.12841452075146514
The real value for neg_sent on 2017-02-15 is 0.06009190643759044
The predicted value for neg_sent on 2017-02-15 is 0.06446054864730294
The real value for tot_num_trans on 2017-02-15 is 294786.0
The predicted value for tot_num_trans on 2017-02-15 is 304874.246664002
The real value for unique_addr on 2017-02-15 is 495896.0
The predicted value for unique_addr on 2017-02-15 is 515322.3099670253
The real value for hash_rate on 2017-02-15 is 2917083.566613205
The predicted value for hash_rate on 2017-02-15 is 3365223.6337515353
The real value for mempool_trans on 2017-02-15 is 35245.75
The predicted value for mempool_trans on 2017-02-15 is 93579.07487072317
The real value for avg_trans_per_block on 2017-02-15 is 2120.7625899280574
The predicted value for avg_trans_per_block on 2017-02-15 is 1853.402917895418
The real value of mkt_price was [[ 1012.3259875]] on 2017-02-15
The predicted value of mkt_price was [[ 984.38389444]] on 2017-02-15
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.684
Model: OLS Adj. R-squared: 0.648
Method: Least Squares F-statistic: 19.20
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.19e-16
Time: 16:21:32 Log-Likelihood: -493.38
No. Observations: 90 AIC: 1007.
Df Residuals: 80 BIC: 1032.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1388.8034 556.570 2.495 0.015 281.194 2496.413
x1 -1.4353 0.454 -3.160 0.002 -2.339 -0.532
x2 30.1193 12.315 2.446 0.017 5.611 54.627
x3 2120.2950 923.567 2.296 0.024 282.338 3958.252
x4 -1218.5926 966.225 -1.261 0.211 -3141.441 704.256
x5 -0.0014 0.001 -2.148 0.035 -0.003 -0.000
x6 0.0001 0.000 0.340 0.735 -0.001 0.001
x7 0.0002 2.82e-05 7.070 0.000 0.000 0.000
x8 -8.493e-05 0.000 -0.583 0.562 -0.000 0.000
x9 0.2750 0.060 4.567 0.000 0.155 0.395
==============================================================================
Omnibus: 12.232 Durbin-Watson: 0.568
Prob(Omnibus): 0.002 Jarque-Bera (JB): 12.880
Skew: 0.816 Prob(JB): 0.00160
Kurtosis: 3.876 Cond. No. 4.75e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.75e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-18 to 2017-02-15 and predicting on 2017-02-16 ----
Creating Time series models:
The real value for gold_price on 2017-02-16 is 1236.75
The predicted value for gold_price on 2017-02-16 is 1234.9856494949445
The real value for eth_price on 2017-02-16 is 12.910000000001563
The predicted value for eth_price on 2017-02-16 is 12.270495245566854
The real value for pos_sent on 2017-02-16 is 0.13962691259694007
The predicted value for pos_sent on 2017-02-16 is 0.13340775925050083
The real value for neg_sent on 2017-02-16 is 0.052306644309369155
The predicted value for neg_sent on 2017-02-16 is 0.06303227087393933
The real value for tot_num_trans on 2017-02-16 is 285329.0
The predicted value for tot_num_trans on 2017-02-16 is 292286.0793956967
The real value for unique_addr on 2017-02-16 is 489189.0
The predicted value for unique_addr on 2017-02-16 is 495696.30292128155
The real value for hash_rate on 2017-02-16 is 3189904.331836023
The predicted value for hash_rate on 2017-02-16 is 3376436.8448373787
The real value for mempool_trans on 2017-02-16 is 49404.75
The predicted value for mempool_trans on 2017-02-16 is 72275.70897395269
The real value for avg_trans_per_block on 2017-02-16 is 1877.1644736842104
The predicted value for avg_trans_per_block on 2017-02-16 is 1835.2789526073939
The real value of mkt_price was [[ 1035.208125]] on 2017-02-16
The predicted value of mkt_price was [[ 1028.54542906]] on 2017-02-16
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.684
Model: OLS Adj. R-squared: 0.649
Method: Least Squares F-statistic: 19.27
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.08e-16
Time: 16:21:43 Log-Likelihood: -493.38
No. Observations: 90 AIC: 1007.
Df Residuals: 80 BIC: 1032.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1396.0072 558.432 2.500 0.014 284.692 2507.322
x1 -1.4443 0.457 -3.160 0.002 -2.354 -0.535
x2 28.4235 11.948 2.379 0.020 4.646 52.201
x3 2110.8982 924.499 2.283 0.025 271.087 3950.710
x4 -1107.6111 967.013 -1.145 0.255 -3032.029 816.807
x5 -0.0014 0.001 -2.209 0.030 -0.003 -0.000
x6 0.0002 0.000 0.392 0.696 -0.001 0.001
x7 0.0002 2.92e-05 6.964 0.000 0.000 0.000
x8 -7.639e-05 0.000 -0.525 0.601 -0.000 0.000
x9 0.2790 0.061 4.543 0.000 0.157 0.401
==============================================================================
Omnibus: 13.722 Durbin-Watson: 0.546
Prob(Omnibus): 0.001 Jarque-Bera (JB): 15.108
Skew: 0.861 Prob(JB): 0.000524
Kurtosis: 4.030 Cond. No. 4.74e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.74e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-19 to 2017-02-16 and predicting on 2017-02-17 ----
Creating Time series models:
The real value for gold_price on 2017-02-17 is 1241.400000000035
The predicted value for gold_price on 2017-02-17 is 1234.3391385847397
The real value for eth_price on 2017-02-17 is 12.79000000000074
The predicted value for eth_price on 2017-02-17 is 12.371602448215759
The real value for pos_sent on 2017-02-17 is 0.14091070615034207
The predicted value for pos_sent on 2017-02-17 is 0.13593915200505755
The real value for neg_sent on 2017-02-17 is 0.05408769931662875
The predicted value for neg_sent on 2017-02-17 is 0.0657288716715314
The real value for tot_num_trans on 2017-02-17 is 319767.0
The predicted value for tot_num_trans on 2017-02-17 is 282750.54308849585
The real value for unique_addr on 2017-02-17 is 550072.0
The predicted value for unique_addr on 2017-02-17 is 493863.11530950456
The real value for hash_rate on 2017-02-17 is 3168918.1191265755
The predicted value for hash_rate on 2017-02-17 is 3297747.1576741175
The real value for mempool_trans on 2017-02-17 is 83308.0
The predicted value for mempool_trans on 2017-02-17 is 68292.15210257303
The real value for avg_trans_per_block on 2017-02-17 is 2117.662251655629
The predicted value for avg_trans_per_block on 2017-02-17 is 1854.1111137157168
The real value of mkt_price was [[ 1055.53685]] on 2017-02-17
The predicted value of mkt_price was [[ 1036.75093602]] on 2017-02-17
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.691
Model: OLS Adj. R-squared: 0.656
Method: Least Squares F-statistic: 19.86
Date: Sun, 17 Sep 2017 Prob (F-statistic): 4.87e-17
Time: 16:21:53 Log-Likelihood: -492.92
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1368.9969 556.246 2.461 0.016 262.033 2475.961
x1 -1.3984 0.457 -3.062 0.003 -2.307 -0.490
x2 28.4649 11.750 2.423 0.018 5.083 51.847
x3 2107.3565 917.695 2.296 0.024 281.086 3933.627
x4 -1335.0163 991.954 -1.346 0.182 -3309.068 639.035
x5 -0.0014 0.001 -2.148 0.035 -0.003 -0.000
x6 0.0002 0.000 0.395 0.694 -0.001 0.001
x7 0.0002 2.96e-05 6.695 0.000 0.000 0.000
x8 -7.206e-05 0.000 -0.498 0.620 -0.000 0.000
x9 0.2729 0.061 4.441 0.000 0.151 0.395
==============================================================================
Omnibus: 13.484 Durbin-Watson: 0.548
Prob(Omnibus): 0.001 Jarque-Bera (JB): 14.695
Skew: 0.859 Prob(JB): 0.000644
Kurtosis: 3.982 Cond. No. 4.81e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.81e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-20 to 2017-02-17 and predicting on 2017-02-18 ----
Creating Time series models:
The real value for gold_price on 2017-02-18 is 1241.399999999999
The predicted value for gold_price on 2017-02-18 is 1239.68401472713
The real value for eth_price on 2017-02-18 is 12.760000000000261
The predicted value for eth_price on 2017-02-18 is 12.452229411396504
The real value for pos_sent on 2017-02-18 is 0.14641145307769948
The predicted value for pos_sent on 2017-02-18 is 0.14084628180437464
The real value for neg_sent on 2017-02-18 is 0.057815085771947515
The predicted value for neg_sent on 2017-02-18 is 0.0657696700582197
The real value for tot_num_trans on 2017-02-18 is 288149.0
The predicted value for tot_num_trans on 2017-02-18 is 268496.6754313435
The real value for unique_addr on 2017-02-18 is 510385.0
The predicted value for unique_addr on 2017-02-18 is 475727.42162932764
The real value for hash_rate on 2017-02-18 is 3330515.7440737467
The predicted value for hash_rate on 2017-02-18 is 3196782.323225993
The real value for mempool_trans on 2017-02-18 is 109288.5
The predicted value for mempool_trans on 2017-02-18 is 87375.69918965909
The real value for avg_trans_per_block on 2017-02-18 is 1895.717105263158
The predicted value for avg_trans_per_block on 2017-02-18 is 1813.3483623358163
The real value of mkt_price was [[ 1056.6371375]] on 2017-02-18
The predicted value of mkt_price was [[ 1026.89119156]] on 2017-02-18
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.697
Model: OLS Adj. R-squared: 0.663
Method: Least Squares F-statistic: 20.48
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.15e-17
Time: 16:22:05 Log-Likelihood: -492.69
No. Observations: 90 AIC: 1005.
Df Residuals: 80 BIC: 1030.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1316.4499 560.350 2.349 0.021 201.318 2431.582
x1 -1.3569 0.460 -2.950 0.004 -2.272 -0.442
x2 28.5665 11.670 2.448 0.017 5.343 51.790
x3 2187.7253 919.998 2.378 0.020 356.871 4018.580
x4 -1327.7723 981.905 -1.352 0.180 -3281.825 626.281
x5 -0.0014 0.001 -2.180 0.032 -0.003 -0.000
x6 0.0002 0.000 0.469 0.640 -0.001 0.001
x7 0.0002 3.02e-05 6.434 0.000 0.000 0.000
x8 -7.654e-05 0.000 -0.530 0.598 -0.000 0.000
x9 0.2686 0.062 4.364 0.000 0.146 0.391
==============================================================================
Omnibus: 13.861 Durbin-Watson: 0.548
Prob(Omnibus): 0.001 Jarque-Bera (JB): 15.255
Skew: 0.873 Prob(JB): 0.000487
Kurtosis: 4.010 Cond. No. 4.86e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.86e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-21 to 2017-02-18 and predicting on 2017-02-19 ----
Creating Time series models:
The real value for gold_price on 2017-02-19 is 1241.4000000000037
The predicted value for gold_price on 2017-02-19 is 1244.0939358744595
The real value for eth_price on 2017-02-19 is 12.790000000000727
The predicted value for eth_price on 2017-02-19 is 12.52606587419646
The real value for pos_sent on 2017-02-19 is 0.13378336653386494
The predicted value for pos_sent on 2017-02-19 is 0.13417518212368543
The real value for neg_sent on 2017-02-19 is 0.05737773904382463
The predicted value for neg_sent on 2017-02-19 is 0.0637655018197072
The real value for tot_num_trans on 2017-02-19 is 251721.0
The predicted value for tot_num_trans on 2017-02-19 is 254111.70684565054
The real value for unique_addr on 2017-02-19 is 458998.0
The predicted value for unique_addr on 2017-02-19 is 452383.94390860526
The real value for hash_rate on 2017-02-19 is 2936112.5638544867
The predicted value for hash_rate on 2017-02-19 is 3406210.6177579034
The real value for mempool_trans on 2017-02-19 is 38492.5
The predicted value for mempool_trans on 2017-02-19 is 43119.98435863157
The real value for avg_trans_per_block on 2017-02-19 is 1878.5149253731345
The predicted value for avg_trans_per_block on 2017-02-19 is 1640.6301392255396
The real value of mkt_price was [[ 1052.77928571]] on 2017-02-19
The predicted value of mkt_price was [[ 1024.27941242]] on 2017-02-19
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.701
Model: OLS Adj. R-squared: 0.668
Method: Least Squares F-statistic: 20.87
Date: Sun, 17 Sep 2017 Prob (F-statistic): 1.29e-17
Time: 16:22:17 Log-Likelihood: -492.46
No. Observations: 90 AIC: 1005.
Df Residuals: 80 BIC: 1030.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1264.4869 564.924 2.238 0.028 140.253 2388.721
x1 -1.3009 0.466 -2.792 0.007 -2.228 -0.374
x2 28.2070 11.614 2.429 0.017 5.094 51.320
x3 2219.9623 914.496 2.428 0.017 400.058 4039.867
x4 -1276.4922 978.678 -1.304 0.196 -3224.123 671.138
x5 -0.0014 0.001 -2.117 0.037 -0.003 -8.21e-05
x6 0.0002 0.000 0.371 0.712 -0.001 0.001
x7 0.0002 3.06e-05 6.231 0.000 0.000 0.000
x8 -9.017e-05 0.000 -0.622 0.535 -0.000 0.000
x9 0.2687 0.061 4.377 0.000 0.146 0.391
==============================================================================
Omnibus: 14.483 Durbin-Watson: 0.537
Prob(Omnibus): 0.001 Jarque-Bera (JB): 16.219
Skew: 0.893 Prob(JB): 0.000301
Kurtosis: 4.065 Cond. No. 4.91e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.91e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-22 to 2017-02-19 and predicting on 2017-02-20 ----
Creating Time series models:
The real value for gold_price on 2017-02-20 is 1235.3499999999547
The predicted value for gold_price on 2017-02-20 is 1249.7391744591425
The real value for eth_price on 2017-02-20 is 12.599999999999035
The predicted value for eth_price on 2017-02-20 is 12.71813773058641
The real value for pos_sent on 2017-02-20 is 0.1352459881292591
The predicted value for pos_sent on 2017-02-20 is 0.13100583223519977
The real value for neg_sent on 2017-02-20 is 0.05263728291932286
The predicted value for neg_sent on 2017-02-20 is 0.06387564126992515
The real value for tot_num_trans on 2017-02-20 is 282728.0
The predicted value for tot_num_trans on 2017-02-20 is 267847.1313055606
The real value for unique_addr on 2017-02-20 is 503952.0
The predicted value for unique_addr on 2017-02-20 is 493904.96453395224
The real value for hash_rate on 2017-02-20 is 3242870.5929139117
The predicted value for hash_rate on 2017-02-20 is 3191024.7961319247
The real value for mempool_trans on 2017-02-20 is 45046.0
The predicted value for mempool_trans on 2017-02-20 is 33473.96008814016
The real value for avg_trans_per_block on 2017-02-20 is 1910.3243243243246
The predicted value for avg_trans_per_block on 2017-02-20 is 1894.654141264163
The real value of mkt_price was [[ 1084.7550125]] on 2017-02-20
The predicted value of mkt_price was [[ 1034.34281822]] on 2017-02-20
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.704
Model: OLS Adj. R-squared: 0.670
Method: Least Squares F-statistic: 21.10
Date: Sun, 17 Sep 2017 Prob (F-statistic): 9.63e-18
Time: 16:22:28 Log-Likelihood: -492.45
No. Observations: 90 AIC: 1005.
Df Residuals: 80 BIC: 1030.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1203.3989 577.787 2.083 0.040 53.566 2353.232
x1 -1.2419 0.480 -2.589 0.011 -2.197 -0.287
x2 28.3093 11.591 2.442 0.017 5.243 51.376
x3 2245.6788 916.894 2.449 0.017 421.002 4070.356
x4 -1324.1733 974.716 -1.359 0.178 -3263.920 615.573
x5 -0.0014 0.001 -2.102 0.039 -0.003 -7.25e-05
x6 0.0001 0.000 0.329 0.743 -0.001 0.001
x7 0.0002 3.1e-05 6.062 0.000 0.000 0.000
x8 -0.0001 0.000 -0.693 0.490 -0.000 0.000
x9 0.2710 0.061 4.433 0.000 0.149 0.393
==============================================================================
Omnibus: 14.110 Durbin-Watson: 0.538
Prob(Omnibus): 0.001 Jarque-Bera (JB): 15.641
Skew: 0.880 Prob(JB): 0.000401
Kurtosis: 4.034 Cond. No. 4.93e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.93e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-23 to 2017-02-20 and predicting on 2017-02-21 ----
Creating Time series models:
The real value for gold_price on 2017-02-21 is 1228.7000000001137
The predicted value for gold_price on 2017-02-21 is 1252.7901470999086
The real value for eth_price on 2017-02-21 is 12.50499999999888
The predicted value for eth_price on 2017-02-21 is 13.05797424406768
The real value for pos_sent on 2017-02-21 is 0.1353162078324935
The predicted value for pos_sent on 2017-02-21 is 0.13033217317122633
The real value for neg_sent on 2017-02-21 is 0.05788639007367194
The predicted value for neg_sent on 2017-02-21 is 0.06408810297600863
The real value for tot_num_trans on 2017-02-21 is 279090.0
The predicted value for tot_num_trans on 2017-02-21 is 299924.91812519566
The real value for unique_addr on 2017-02-21 is 487720.0
The predicted value for unique_addr on 2017-02-21 is 525310.2878852865
The real value for hash_rate on 2017-02-21 is 3023757.715014323
The predicted value for hash_rate on 2017-02-21 is 3369689.08544092
The real value for mempool_trans on 2017-02-21 is 93842.0
The predicted value for mempool_trans on 2017-02-21 is 93378.12022702458
The real value for avg_trans_per_block on 2017-02-21 is 2022.391304347826
The predicted value for avg_trans_per_block on 2017-02-21 is 1979.5645275680463
The real value of mkt_price was [[ 1123.78842857]] on 2017-02-21
The predicted value of mkt_price was [[ 1051.3290671]] on 2017-02-21
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.709
Model: OLS Adj. R-squared: 0.677
Method: Least Squares F-statistic: 21.69
Date: Sun, 17 Sep 2017 Prob (F-statistic): 4.51e-18
Time: 16:22:39 Log-Likelihood: -492.43
No. Observations: 90 AIC: 1005.
Df Residuals: 80 BIC: 1030.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1170.7635 587.057 1.994 0.050 2.482 2339.045
x1 -1.2121 0.489 -2.478 0.015 -2.186 -0.239
x2 28.3352 11.579 2.447 0.017 5.291 51.379
x3 2243.8555 916.600 2.448 0.017 419.763 4067.948
x4 -1361.5172 964.741 -1.411 0.162 -3281.414 558.379
x5 -0.0014 0.001 -2.147 0.035 -0.003 -0.000
x6 0.0002 0.000 0.376 0.708 -0.001 0.001
x7 0.0002 3.14e-05 5.928 0.000 0.000 0.000
x8 -0.0001 0.000 -0.714 0.477 -0.000 0.000
x9 0.2724 0.061 4.462 0.000 0.151 0.394
==============================================================================
Omnibus: 13.877 Durbin-Watson: 0.535
Prob(Omnibus): 0.001 Jarque-Bera (JB): 15.282
Skew: 0.873 Prob(JB): 0.000480
Kurtosis: 4.013 Cond. No. 4.93e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.93e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
---- Running model from 2016-11-24 to 2017-02-21 and predicting on 2017-02-22 ----
Creating Time series models:
The real value for gold_price on 2017-02-22 is 1237.5
The predicted value for gold_price on 2017-02-22 is 1243.133808798761
The real value for eth_price on 2017-02-22 is 12.64499999999882
The predicted value for eth_price on 2017-02-22 is 13.262367093330273
The real value for pos_sent on 2017-02-22 is 0.1297823529411765
The predicted value for pos_sent on 2017-02-22 is 0.13225691648660678
The real value for neg_sent on 2017-02-22 is 0.062284313725490155
The predicted value for neg_sent on 2017-02-22 is 0.06389608460641129
The real value for tot_num_trans on 2017-02-22 is 284024.0
The predicted value for tot_num_trans on 2017-02-22 is 325586.05845974287
The real value for unique_addr on 2017-02-22 is 489247.0
The predicted value for unique_addr on 2017-02-22 is 517499.1792197267
The real value for hash_rate on 2017-02-22 is 3045669.0028042817
The predicted value for hash_rate on 2017-02-22 is 3442911.116577757
The real value for mempool_trans on 2017-02-22 is 229240.5
The predicted value for mempool_trans on 2017-02-22 is 139660.40170705027
The real value for avg_trans_per_block on 2017-02-22 is 2043.3381294964029
The predicted value for avg_trans_per_block on 2017-02-22 is 2085.242314553381
The real value of mkt_price was [[ 1123.2231875]] on 2017-02-22
The predicted value of mkt_price was [[ 1078.0909001]] on 2017-02-22
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.714
Model: OLS Adj. R-squared: 0.682
Method: Least Squares F-statistic: 22.18
Date: Sun, 17 Sep 2017 Prob (F-statistic): 2.46e-18
Time: 16:22:50 Log-Likelihood: -493.08
No. Observations: 90 AIC: 1006.
Df Residuals: 80 BIC: 1031.
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 1188.4086 593.774 2.001 0.049 6.761 2370.056
x1 -1.2263 0.495 -2.476 0.015 -2.212 -0.241
x2 29.4184 11.661 2.523 0.014 6.211 52.626
x3 2225.2066 923.442 2.410 0.018 387.498 4062.915
x4 -1458.2536 968.243 -1.506 0.136 -3385.119 468.612
x5 -0.0014 0.001 -2.214 0.030 -0.003 -0.000
x6 0.0002 0.000 0.393 0.696 -0.001 0.001
x7 0.0002 3.29e-05 5.642 0.000 0.000 0.000
x8 -9.11e-05 0.000 -0.613 0.541 -0.000 0.000
x9 0.2773 0.062 4.469 0.000 0.154 0.401
==============================================================================
Omnibus: 12.235 Durbin-Watson: 0.519
Prob(Omnibus): 0.002 Jarque-Bera (JB): 12.852
Skew: 0.823 Prob(JB): 0.00162
Kurtosis: 3.849 Cond. No. 4.95e+08
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
[2] The condition number is large, 4.95e+08. This might indicate that there are
strong multicollinearity or other numerical problems.
This model architecture with 10 features has an RMSE score of 1.4085185252157295
In [22]:
r2_score(true, pred)#blows our Prophet TS only model away!
Out[22]:
0.75234861747398374
We see from the above that our model has an $R^2$ of 0.75! This greatly outperforms our baseline model of just using FaceBook Prophet to forecast the price of bitcoin! The RMSE is 1.40
This is quite impressive given that we only have 3 months of training data and are testing on one month!
The output above also shows regression output from statsmodels!
The following features were significant in all 30 models:
Gold Price
Ethereum Price
Positive Sentiment (Yay!)
Average Transactions Per Block
It is important, yet again, to note that this data does NOT take into account the wild fluctuations in price that bitcoin later experienced. We would need more data to affirm the significance of the above variables.
In [25]:
plt.plot(pred)
plt.plot(true)
plt.legend(["Prediction", 'Actual'], loc='upper left')
plt.xlabel("Prediction #")
plt.ylabel("Price")
plt.title("Nested TS - Price Prediction");
In [26]:
fig, ax = plt.subplots()
ax.scatter(true, pred, edgecolors=(0, 0, 0))
ax.plot([min(true), max(true)], [min(true), max(true)], 'k--', lw=3)
ax.set_xlabel('Actual')
ax.set_ylabel('Predicted')
Out[26]:
<matplotlib.text.Text at 0x1142f8a58>
In [27]:
plotting_dict_1 = {"eth_price": [], "pos_sent": [], "neg_sent": [], "unique_addr": [], "gold_price": [], "tot_num_trans": [], "mempool_trans":[], "hash_rate": [], "avg_trans_per_block":[]}
for index, sub_list in enumerate(beta_values):
for tup in sub_list:
plotting_dict_1[tup[0]].append(tup[1])
In [34]:
plot_key(plotting_dict_1, "pos_sent")# here we say the effect of positive sentiment through time!
plt.title("Positive Sentiment Effect on BTC Price")
plt.ylabel("Beta Value")
plt.xlabel("Model #")
plt.tight_layout()
In [35]:
plot_key(plotting_dict_1, "gold_price")
plt.title("Gold Price Effect on BTC Price")
plt.ylabel("Beta Value")
plt.xlabel("Model #")
plt.tight_layout()
In [36]:
plot_key(plotting_dict_1, "avg_trans_per_block")
plt.title("Avg. Trans per Block Effect on BTC Price")
plt.ylabel("Beta Value")
plt.xlabel("Model #")
plt.tight_layout()
I will now run the same nested TS model as above, however, I will now make my 'target' variable the percent change in bitcoin price. In order to make this a log-og model, I will use the percentage change of all features as inputs into the TS model and thus the linear regression!
Since percent change will 'shift' our dataframe by one row, I omit the first row (which is all NaN's).
Thus, if we were to predict a percent change of $0.008010$ on 28-10-2017, then this would mean that the predicted price would be the price on 27-10-2017 $*predicted\_percent\_change$.
In [4]:
df_pct = df.copy(deep=True)
df_pct = df_pct.pct_change()
df_pct.rename(columns={"mkt_price": "percent_change"}, inplace=True)
df_pct = df_pct.iloc[1:, :] #first row is all NaN's
df_pct.head()
Out[4]:
gold_price
eth_price
pos_sent
neg_sent
tot_num_trans
unique_addr
hash_rate
mempool_trans
avg_trans_per_block
percent_change
date
2016-10-27
-3.610958e-03
0.005238
-0.113268
-0.029983
0.444681
0.060274
0.165468
1.454602
0.239572
0.014880
2016-10-28
-2.678642e-03
-0.020408
0.010710
-0.123097
-0.231357
-0.051413
-0.061728
-0.230336
-0.180788
0.008010
2016-10-29
-4.996004e-15
-0.045213
0.080134
0.120302
-0.084452
-0.041016
-0.019737
-0.865297
-0.066018
0.039563
2016-10-30
-2.353673e-14
0.003250
-0.051700
0.018852
-0.088607
-0.134780
0.134228
0.172045
-0.196464
-0.023629
2016-10-31
6.556600e-03
0.028690
-0.004203
-0.260696
0.154970
0.273510
-0.130178
-0.317341
0.327823
0.005728
In [5]:
beta_values_p, pred_p, true_p = master(df_pct, 30)
---- Running model from 2016-10-27 to 2017-01-23 and predicting on 2017-01-24 ----
Creating Time series models:
The real value for gold_price on 2017-01-24 is -0.00037075180235102145
The predicted value for gold_price on 2017-01-24 is 0.005760312059128465
The real value for eth_price on 2017-01-24 is -0.007895959126733021
The predicted value for eth_price on 2017-01-24 is 0.02477744372194353
The real value for pos_sent on 2017-01-24 is -0.10952281294819832
The predicted value for pos_sent on 2017-01-24 is -0.047601683404250084
The real value for neg_sent on 2017-01-24 is 0.14629332553048702
The predicted value for neg_sent on 2017-01-24 is -0.001670140565898595
The real value for tot_num_trans on 2017-01-24 is 0.17526997110168496
The predicted value for tot_num_trans on 2017-01-24 is 0.19600695623048575
The real value for unique_addr on 2017-01-24 is 0.16673072236074926
The predicted value for unique_addr on 2017-01-24 is 0.017314970604224898
The real value for hash_rate on 2017-01-24 is 0.07194244604316502
The predicted value for hash_rate on 2017-01-24 is 0.08136158053874175
The real value for mempool_trans on 2017-01-24 is 2.184052757793765
The predicted value for mempool_trans on 2017-01-24 is 1.3621781327289164
The real value for avg_trans_per_block on 2017-01-24 is 0.09639279183311555
The predicted value for avg_trans_per_block on 2017-01-24 is 0.09008812355549371
The real value of percent_change was [[-0.03443693]] on 2017-01-24
The predicted value of percent_change was [[ 0.01131492]] on 2017-01-24
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.153
Model: OLS Adj. R-squared: 0.057
Method: Least Squares F-statistic: 1.587
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.133
Time: 15:25:54 Log-Likelihood: 187.36
No. Observations: 89 AIC: -354.7
Df Residuals: 79 BIC: -329.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0054 0.004 1.367 0.176 -0.002 0.013
x1 0.5265 0.453 1.161 0.249 -0.376 1.429
x2 0.2016 0.106 1.894 0.062 -0.010 0.413
x3 0.0177 0.053 0.336 0.738 -0.087 0.122
x4 -0.0733 0.029 -2.562 0.012 -0.130 -0.016
x5 0.0276 0.112 0.247 0.806 -0.195 0.250
x6 0.0195 0.059 0.330 0.742 -0.098 0.137
x7 -0.0109 0.106 -0.103 0.918 -0.222 0.200
x8 -0.0035 0.005 -0.711 0.479 -0.013 0.006
x9 -0.0161 0.111 -0.146 0.885 -0.236 0.204
==============================================================================
Omnibus: 45.593 Durbin-Watson: 2.066
Prob(Omnibus): 0.000 Jarque-Bera (JB): 177.618
Skew: -1.602 Prob(JB): 2.70e-39
Kurtosis: 9.134 Cond. No. 141.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-10-28 to 2017-01-24 and predicting on 2017-01-25 ----
Creating Time series models:
The real value for gold_price on 2017-01-25 is -0.008077144976425754
The predicted value for gold_price on 2017-01-25 is 0.004521228019330714
The real value for eth_price on 2017-01-25 is -0.007958801498085366
The predicted value for eth_price on 2017-01-25 is 0.025375980352773463
The real value for pos_sent on 2017-01-25 is 0.07083394098419737
The predicted value for pos_sent on 2017-01-25 is -0.0018205682445750601
The real value for neg_sent on 2017-01-25 is 0.1809913799368854
The predicted value for neg_sent on 2017-01-25 is 0.016737890085646433
The real value for tot_num_trans on 2017-01-25 is 0.09987885411087194
The predicted value for tot_num_trans on 2017-01-25 is -0.09722396918572462
The real value for unique_addr on 2017-01-25 is 0.033704389605068164
The predicted value for unique_addr on 2017-01-25 is -0.04419057061471744
The real value for hash_rate on 2017-01-25 is 0.006711409395973478
The predicted value for hash_rate on 2017-01-25 is -0.013126105671929468
The real value for mempool_trans on 2017-01-25 is 9.230629824891734
The predicted value for mempool_trans on 2017-01-25 is -0.07446360922889225
The real value for avg_trans_per_block on 2017-01-25 is 0.09254632841679955
The predicted value for avg_trans_per_block on 2017-01-25 is -0.06628025994436923
The real value of percent_change was [[ 0.00306115]] on 2017-01-25
The predicted value of percent_change was [[ 0.00990098]] on 2017-01-25
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.161
Model: OLS Adj. R-squared: 0.066
Method: Least Squares F-statistic: 1.689
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.106
Time: 15:26:07 Log-Likelihood: 187.14
No. Observations: 89 AIC: -354.3
Df Residuals: 79 BIC: -329.4
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0051 0.004 1.276 0.206 -0.003 0.013
x1 0.5399 0.454 1.189 0.238 -0.364 1.444
x2 0.2071 0.106 1.946 0.055 -0.005 0.419
x3 0.0240 0.053 0.457 0.649 -0.081 0.129
x4 -0.0744 0.029 -2.591 0.011 -0.132 -0.017
x5 0.0155 0.119 0.130 0.897 -0.221 0.252
x6 0.0216 0.064 0.340 0.735 -0.105 0.148
x7 -0.0018 0.108 -0.016 0.987 -0.216 0.212
x8 -0.0046 0.005 -0.956 0.342 -0.014 0.005
x9 -0.0078 0.112 -0.070 0.944 -0.231 0.216
==============================================================================
Omnibus: 43.108 Durbin-Watson: 2.064
Prob(Omnibus): 0.000 Jarque-Bera (JB): 159.956
Skew: -1.519 Prob(JB): 1.84e-35
Kurtosis: 8.823 Cond. No. 141.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-10-29 to 2017-01-25 and predicting on 2017-01-26 ----
Creating Time series models:
The real value for gold_price on 2017-01-26 is -0.009929372663151526
The predicted value for gold_price on 2017-01-26 is -0.0026370245442384225
The real value for eth_price on 2017-01-26 is -0.0014157621519175212
The predicted value for eth_price on 2017-01-26 is 0.0036850316459171983
The real value for pos_sent on 2017-01-26 is 0.059524584703593675
The predicted value for pos_sent on 2017-01-26 is 0.027214068087432153
The real value for neg_sent on 2017-01-26 is -0.08448885129794548
The predicted value for neg_sent on 2017-01-26 is 0.08009034706630527
The real value for tot_num_trans on 2017-01-26 is 0.03903438673556425
The predicted value for tot_num_trans on 2017-01-26 is -0.08134280907822058
The real value for unique_addr on 2017-01-26 is 0.0067620346729158065
The predicted value for unique_addr on 2017-01-26 is -0.06542449142480526
The real value for hash_rate on 2017-01-26 is 0.046666666666666634
The predicted value for hash_rate on 2017-01-26 is 0.04026325440246546
The real value for mempool_trans on 2017-01-26 is -0.10625772121496557
The predicted value for mempool_trans on 2017-01-26 is -0.13637431662292118
The real value for avg_trans_per_block on 2017-01-26 is -0.007291987195320537
The predicted value for avg_trans_per_block on 2017-01-26 is -0.11229992137379204
The real value of percent_change was [[ 0.02565448]] on 2017-01-26
The predicted value of percent_change was [[-0.00290918]] on 2017-01-26
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.150
Model: OLS Adj. R-squared: 0.053
Method: Least Squares F-statistic: 1.548
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.146
Time: 15:26:17 Log-Likelihood: 186.55
No. Observations: 89 AIC: -353.1
Df Residuals: 79 BIC: -328.2
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0044 0.004 1.094 0.277 -0.004 0.012
x1 0.4595 0.450 1.020 0.311 -0.437 1.356
x2 0.1998 0.107 1.865 0.066 -0.013 0.413
x3 0.0291 0.053 0.551 0.583 -0.076 0.134
x4 -0.0694 0.029 -2.413 0.018 -0.127 -0.012
x5 0.0065 0.119 0.054 0.957 -0.231 0.244
x6 0.0169 0.065 0.260 0.796 -0.113 0.147
x7 -8.864e-05 0.109 -0.001 0.999 -0.218 0.218
x8 -0.0006 0.003 -0.218 0.828 -0.006 0.005
x9 0.0045 0.114 0.040 0.968 -0.222 0.231
==============================================================================
Omnibus: 43.289 Durbin-Watson: 2.052
Prob(Omnibus): 0.000 Jarque-Bera (JB): 160.207
Skew: -1.528 Prob(JB): 1.63e-35
Kurtosis: 8.819 Cond. No. 176.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-10-30 to 2017-01-26 and predicting on 2017-01-27 ----
Creating Time series models:
The real value for gold_price on 2017-01-27 is -0.006168436070493888
The predicted value for gold_price on 2017-01-27 is -0.000674814802653788
The real value for eth_price on 2017-01-27 is -0.0018903591683820942
The predicted value for eth_price on 2017-01-27 is -0.0032648946615146893
The real value for pos_sent on 2017-01-27 is -0.006099944039130278
The predicted value for pos_sent on 2017-01-27 is 0.015458799490093779
The real value for neg_sent on 2017-01-27 is 0.09242812313364057
The predicted value for neg_sent on 2017-01-27 is -0.04943469194716527
The real value for tot_num_trans on 2017-01-27 is -0.17166188534903615
The predicted value for tot_num_trans on 2017-01-27 is -0.05267118803203162
The real value for unique_addr on 2017-01-27 is -0.10647767496979454
The predicted value for unique_addr on 2017-01-27 is -0.06730125117129324
The real value for hash_rate on 2017-01-27 is 0.08280254777070017
The predicted value for hash_rate on 2017-01-27 is 0.023031478318183474
The real value for mempool_trans on 2017-01-27 is -0.8297489517131671
The predicted value for mempool_trans on 2017-01-27 is 0.1992789265797904
The real value for avg_trans_per_block on 2017-01-27 is -0.23500538823410988
The predicted value for avg_trans_per_block on 2017-01-27 is -0.054834225476666665
The real value of percent_change was [[ 0.00362845]] on 2017-01-27
The predicted value of percent_change was [[ 0.00530485]] on 2017-01-27
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.169
Model: OLS Adj. R-squared: 0.075
Method: Least Squares F-statistic: 1.789
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0833
Time: 15:26:29 Log-Likelihood: 187.97
No. Observations: 89 AIC: -355.9
Df Residuals: 79 BIC: -331.0
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0038 0.004 0.972 0.334 -0.004 0.012
x1 0.4336 0.441 0.984 0.328 -0.443 1.311
x2 0.2225 0.106 2.098 0.039 0.011 0.434
x3 0.0212 0.052 0.405 0.686 -0.083 0.125
x4 -0.0754 0.028 -2.649 0.010 -0.132 -0.019
x5 0.0070 0.117 0.060 0.952 -0.226 0.240
x6 0.0115 0.064 0.179 0.858 -0.116 0.139
x7 0.0045 0.108 0.042 0.967 -0.210 0.219
x8 -0.0002 0.003 -0.064 0.949 -0.006 0.006
x9 0.0091 0.112 0.081 0.936 -0.213 0.231
==============================================================================
Omnibus: 44.963 Durbin-Watson: 2.043
Prob(Omnibus): 0.000 Jarque-Bera (JB): 168.667
Skew: -1.594 Prob(JB): 2.37e-37
Kurtosis: 8.943 Cond. No. 174.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-10-31 to 2017-01-27 and predicting on 2017-01-28 ----
Creating Time series models:
The real value for gold_price on 2017-01-28 is -4.9960036108132044e-15
The predicted value for gold_price on 2017-01-28 is 0.0037234345649768148
The real value for eth_price on 2017-01-28 is -0.0009469696968982255
The predicted value for eth_price on 2017-01-28 is 0.011650512327204163
The real value for pos_sent on 2017-01-28 is 0.12044476808958482
The predicted value for pos_sent on 2017-01-28 is 0.06234448018195863
The real value for neg_sent on 2017-01-28 is -0.21028049733533094
The predicted value for neg_sent on 2017-01-28 is -0.037663832003662905
The real value for tot_num_trans on 2017-01-28 is -0.06431804717998568
The predicted value for tot_num_trans on 2017-01-28 is -0.04906498243903882
The real value for unique_addr on 2017-01-28 is -0.003583540339129443
The predicted value for unique_addr on 2017-01-28 is 0.024747932809002268
The real value for hash_rate on 2017-01-28 is -0.10588235294117632
The predicted value for hash_rate on 2017-01-28 is 0.010113988708799638
The real value for mempool_trans on 2017-01-28 is -0.5156861855732451
The predicted value for mempool_trans on 2017-01-28 is 0.41519622253902577
The real value for avg_trans_per_block on 2017-01-28 is 0.04648639460133164
The predicted value for avg_trans_per_block on 2017-01-28 is -0.04142141482163712
The real value of percent_change was [[ 0.00112316]] on 2017-01-28
The predicted value of percent_change was [[ 0.01170557]] on 2017-01-28
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.167
Model: OLS Adj. R-squared: 0.072
Method: Least Squares F-statistic: 1.755
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0904
Time: 15:26:41 Log-Likelihood: 188.18
No. Observations: 89 AIC: -356.4
Df Residuals: 79 BIC: -331.5
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0044 0.004 1.105 0.272 -0.003 0.012
x1 0.4284 0.438 0.978 0.331 -0.443 1.300
x2 0.2235 0.106 2.113 0.038 0.013 0.434
x3 0.0161 0.052 0.307 0.760 -0.088 0.120
x4 -0.0754 0.028 -2.661 0.009 -0.132 -0.019
x5 0.0100 0.117 0.085 0.932 -0.223 0.243
x6 0.0055 0.065 0.086 0.932 -0.123 0.134
x7 0.0048 0.107 0.045 0.965 -0.209 0.218
x8 -0.0003 0.003 -0.113 0.911 -0.006 0.005
x9 0.0062 0.111 0.055 0.956 -0.216 0.228
==============================================================================
Omnibus: 47.023 Durbin-Watson: 2.049
Prob(Omnibus): 0.000 Jarque-Bera (JB): 184.555
Skew: -1.662 Prob(JB): 8.40e-41
Kurtosis: 9.223 Cond. No. 174.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-01 to 2017-01-28 and predicting on 2017-01-29 ----
Creating Time series models:
The real value for gold_price on 2017-01-29 is 4.218847493575595e-15
The predicted value for gold_price on 2017-01-29 is 0.004336710875604626
The real value for eth_price on 2017-01-29 is -0.002843601895841208
The predicted value for eth_price on 2017-01-29 is 0.007967994041826652
The real value for pos_sent on 2017-01-29 is -0.07862646727424938
The predicted value for pos_sent on 2017-01-29 is -0.02408069975637564
The real value for neg_sent on 2017-01-29 is -0.04079258641908501
The predicted value for neg_sent on 2017-01-29 is -0.0021829555450274644
The real value for tot_num_trans on 2017-01-29 is -0.01935104202601512
The predicted value for tot_num_trans on 2017-01-29 is -0.0610405450212488
The real value for unique_addr on 2017-01-29 is -0.04891489320190512
The predicted value for unique_addr on 2017-01-29 is -0.06617079227060356
The real value for hash_rate on 2017-01-29 is 0.09868421052631571
The predicted value for hash_rate on 2017-01-29 is 0.0026814266927012165
The real value for mempool_trans on 2017-01-29 is 1.1310211344550933
The predicted value for mempool_trans on 2017-01-29 is 0.05262244605003441
The real value for avg_trans_per_block on 2017-01-29 is -0.10743328376020533
The predicted value for avg_trans_per_block on 2017-01-29 is -0.05860261733740651
The real value of percent_change was [[-0.00475844]] on 2017-01-29
The predicted value of percent_change was [[ 0.00601819]] on 2017-01-29
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.176
Model: OLS Adj. R-squared: 0.082
Method: Least Squares F-statistic: 1.870
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0687
Time: 15:26:55 Log-Likelihood: 188.66
No. Observations: 89 AIC: -357.3
Df Residuals: 79 BIC: -332.4
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0043 0.004 1.105 0.272 -0.003 0.012
x1 0.4750 0.438 1.084 0.282 -0.397 1.347
x2 0.2300 0.105 2.183 0.032 0.020 0.440
x3 0.0113 0.052 0.219 0.827 -0.092 0.114
x4 -0.0792 0.028 -2.781 0.007 -0.136 -0.023
x5 -0.0168 0.118 -0.141 0.888 -0.252 0.219
x6 0.0277 0.068 0.408 0.684 -0.107 0.163
x7 0.0190 0.107 0.178 0.859 -0.194 0.232
x8 -0.0002 0.003 -0.086 0.932 -0.006 0.005
x9 0.0223 0.111 0.200 0.842 -0.199 0.244
==============================================================================
Omnibus: 46.546 Durbin-Watson: 1.987
Prob(Omnibus): 0.000 Jarque-Bera (JB): 179.975
Skew: -1.649 Prob(JB): 8.30e-40
Kurtosis: 9.137 Cond. No. 175.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-02 to 2017-01-29 and predicting on 2017-01-30 ----
Creating Time series models:
The real value for gold_price on 2017-01-30 is 0.004771153521248683
The predicted value for gold_price on 2017-01-30 is 0.0030349043299289983
The real value for eth_price on 2017-01-30 is 0.0009505703422094669
The predicted value for eth_price on 2017-01-30 is -0.0020797340045430835
The real value for pos_sent on 2017-01-30 is -0.090420507253273
The predicted value for pos_sent on 2017-01-30 is -0.046370924778520825
The real value for neg_sent on 2017-01-30 is 0.27077560727068706
The predicted value for neg_sent on 2017-01-30 is -0.03760191636276943
The real value for tot_num_trans on 2017-01-30 is 0.03808349232494712
The predicted value for tot_num_trans on 2017-01-30 is 0.18383180827984177
The real value for unique_addr on 2017-01-30 is 0.0241927212138755
The predicted value for unique_addr on 2017-01-30 is 0.1615705131354522
The real value for hash_rate on 2017-01-30 is -0.12574850299401197
The predicted value for hash_rate on 2017-01-30 is -0.026993423611225337
The real value for mempool_trans on 2017-01-30 is -0.0964651421707221
The predicted value for mempool_trans on 2017-01-30 is -0.14752085616271354
The real value for avg_trans_per_block on 2017-01-30 is 0.18739687135798744
The predicted value for avg_trans_per_block on 2017-01-30 is 0.243363900584849
The real value of percent_change was [[ 0.00572785]] on 2017-01-30
The predicted value of percent_change was [[ 0.01368477]] on 2017-01-30
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.189
Model: OLS Adj. R-squared: 0.096
Method: Least Squares F-statistic: 2.039
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0455
Time: 15:27:07 Log-Likelihood: 189.90
No. Observations: 89 AIC: -359.8
Df Residuals: 79 BIC: -334.9
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0036 0.004 0.929 0.356 -0.004 0.011
x1 0.3947 0.434 0.909 0.366 -0.470 1.259
x2 0.2469 0.104 2.366 0.020 0.039 0.455
x3 0.0145 0.050 0.288 0.774 -0.086 0.115
x4 -0.0805 0.028 -2.882 0.005 -0.136 -0.025
x5 -0.0297 0.117 -0.254 0.800 -0.262 0.203
x6 0.0384 0.067 0.573 0.568 -0.095 0.172
x7 0.0259 0.105 0.246 0.807 -0.184 0.236
x8 -0.0004 0.003 -0.146 0.885 -0.006 0.005
x9 0.0287 0.110 0.262 0.794 -0.189 0.247
==============================================================================
Omnibus: 45.668 Durbin-Watson: 2.028
Prob(Omnibus): 0.000 Jarque-Bera (JB): 175.642
Skew: -1.612 Prob(JB): 7.24e-39
Kurtosis: 9.080 Cond. No. 176.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-03 to 2017-01-30 and predicting on 2017-01-31 ----
Creating Time series models:
The real value for gold_price on 2017-01-31 is 0.007521956549086939
The predicted value for gold_price on 2017-01-31 is 0.005281111023783189
The real value for eth_price on 2017-01-31 is 0.010921177587823738
The predicted value for eth_price on 2017-01-31 is 0.02402852630315866
The real value for pos_sent on 2017-01-31 is 0.008139409089829464
The predicted value for pos_sent on 2017-01-31 is -0.05494743046163883
The real value for neg_sent on 2017-01-31 is -0.10733094189615366
The predicted value for neg_sent on 2017-01-31 is 0.10300473108946542
The real value for tot_num_trans on 2017-01-31 is 0.22666438091289276
The predicted value for tot_num_trans on 2017-01-31 is 0.07111870189399788
The real value for unique_addr on 2017-01-31 is 0.16400684558052792
The predicted value for unique_addr on 2017-01-31 is 0.01819329340935112
The real value for hash_rate on 2017-01-31 is -0.006849315068492734
The predicted value for hash_rate on 2017-01-31 is 0.0700527358325116
The real value for mempool_trans on 2017-01-31 is 0.8539349524952171
The predicted value for mempool_trans on 2017-01-31 is 1.4315715791437014
The real value for avg_trans_per_block on 2017-01-31 is 0.23512413526401676
The predicted value for avg_trans_per_block on 2017-01-31 is -0.014308647357786548
The real value of percent_change was [[ 0.04725111]] on 2017-01-31
The predicted value of percent_change was [[ 0.00228994]] on 2017-01-31
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.184
Model: OLS Adj. R-squared: 0.091
Method: Least Squares F-statistic: 1.978
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0528
Time: 15:27:19 Log-Likelihood: 189.65
No. Observations: 89 AIC: -359.3
Df Residuals: 79 BIC: -334.4
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0037 0.004 0.961 0.339 -0.004 0.011
x1 0.3981 0.440 0.904 0.369 -0.478 1.274
x2 0.2461 0.105 2.346 0.022 0.037 0.455
x3 0.0118 0.050 0.235 0.815 -0.088 0.112
x4 -0.0770 0.028 -2.795 0.007 -0.132 -0.022
x5 -0.0345 0.117 -0.295 0.769 -0.267 0.198
x6 0.0376 0.067 0.558 0.578 -0.096 0.172
x7 0.0289 0.106 0.274 0.785 -0.181 0.239
x8 -0.0004 0.003 -0.156 0.876 -0.006 0.005
x9 0.0345 0.110 0.315 0.754 -0.183 0.252
==============================================================================
Omnibus: 46.567 Durbin-Watson: 2.002
Prob(Omnibus): 0.000 Jarque-Bera (JB): 179.995
Skew: -1.650 Prob(JB): 8.21e-40
Kurtosis: 9.136 Cond. No. 178.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-04 to 2017-01-31 and predicting on 2017-02-01 ----
Creating Time series models:
The real value for gold_price on 2017-02-01 is 0.00934267600943195
The predicted value for gold_price on 2017-02-01 is 0.0072390604222625065
The real value for eth_price on 2017-02-01 is 0.008454673555788661
The predicted value for eth_price on 2017-02-01 is 0.03630622509178755
The real value for pos_sent on 2017-02-01 is 0.008867242154636079
The predicted value for pos_sent on 2017-02-01 is 0.04149764553301076
The real value for neg_sent on 2017-02-01 is -0.14814338240857639
The predicted value for neg_sent on 2017-02-01 is 0.013827408083275164
The real value for tot_num_trans on 2017-02-01 is 0.13935446547258046
The predicted value for tot_num_trans on 2017-02-01 is -0.0506839823032646
The real value for unique_addr on 2017-02-01 is 0.14533607629302758
The predicted value for unique_addr on 2017-02-01 is -0.027293435065750153
The real value for hash_rate on 2017-02-01 is 0.3241379310344823
The predicted value for hash_rate on 2017-02-01 is -0.08117112769702206
The real value for mempool_trans on 2017-02-01 is 0.8324923259901877
The predicted value for mempool_trans on 2017-02-01 is 1.0391172982596015
The real value for avg_trans_per_block on 2017-02-01 is -0.13955001305456194
The predicted value for avg_trans_per_block on 2017-02-01 is 0.05980271188800578
The real value of percent_change was [[ 0.0155465]] on 2017-02-01
The predicted value of percent_change was [[ 0.01532338]] on 2017-02-01
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.171
Model: OLS Adj. R-squared: 0.077
Method: Least Squares F-statistic: 1.817
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0781
Time: 15:27:32 Log-Likelihood: 190.35
No. Observations: 89 AIC: -360.7
Df Residuals: 79 BIC: -335.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0043 0.004 1.126 0.264 -0.003 0.012
x1 0.3944 0.434 0.908 0.366 -0.470 1.259
x2 0.2525 0.104 2.423 0.018 0.045 0.460
x3 0.0164 0.050 0.328 0.743 -0.083 0.116
x4 -0.0677 0.028 -2.378 0.020 -0.124 -0.011
x5 -0.0307 0.116 -0.265 0.792 -0.261 0.200
x6 0.0365 0.067 0.547 0.586 -0.096 0.170
x7 0.0338 0.105 0.323 0.748 -0.175 0.242
x8 -0.0006 0.003 -0.227 0.821 -0.006 0.005
x9 0.0350 0.109 0.322 0.748 -0.181 0.251
==============================================================================
Omnibus: 50.078 Durbin-Watson: 1.978
Prob(Omnibus): 0.000 Jarque-Bera (JB): 210.785
Skew: -1.761 Prob(JB): 1.69e-46
Kurtosis: 9.666 Cond. No. 178.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-05 to 2017-02-01 and predicting on 2017-02-02 ----
Creating Time series models:
The real value for gold_price on 2017-02-02 is 0.011611570247839209
The predicted value for gold_price on 2017-02-02 is 0.0011753499200797208
The real value for eth_price on 2017-02-02 is 0.004191895668261836
The predicted value for eth_price on 2017-02-02 is 0.016116098364192116
The real value for pos_sent on 2017-02-02 is 0.10755127491503425
The predicted value for pos_sent on 2017-02-02 is 0.016474892325463102
The real value for neg_sent on 2017-02-02 is 0.29139188791158954
The predicted value for neg_sent on 2017-02-02 is -0.11149301286461073
The real value for tot_num_trans on 2017-02-02 is -0.25958751711547234
The predicted value for tot_num_trans on 2017-02-02 is -0.06059262820435519
The real value for unique_addr on 2017-02-02 is -0.244497973464741
The predicted value for unique_addr on 2017-02-02 is -0.05739767179533191
The real value for hash_rate on 2017-02-02 is -0.18229166666666652
The predicted value for hash_rate on 2017-02-02 is 0.11072370999171455
The real value for mempool_trans on 2017-02-02 is -0.46057554643504817
The predicted value for mempool_trans on 2017-02-02 is 0.4311597130224351
The real value for avg_trans_per_block on 2017-02-02 is -0.09452740946605531
The predicted value for avg_trans_per_block on 2017-02-02 is -0.1375986891188492
The real value of percent_change was [[ 0.02848803]] on 2017-02-02
The predicted value of percent_change was [[ 0.01452091]] on 2017-02-02
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.168
Model: OLS Adj. R-squared: 0.073
Method: Least Squares F-statistic: 1.773
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0866
Time: 15:27:44 Log-Likelihood: 190.33
No. Observations: 89 AIC: -360.7
Df Residuals: 79 BIC: -335.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0042 0.004 1.104 0.273 -0.003 0.012
x1 0.3555 0.427 0.832 0.408 -0.495 1.206
x2 0.2517 0.104 2.413 0.018 0.044 0.459
x3 0.0138 0.051 0.272 0.786 -0.087 0.115
x4 -0.0663 0.028 -2.353 0.021 -0.122 -0.010
x5 -0.0198 0.119 -0.166 0.868 -0.256 0.217
x6 0.0315 0.067 0.474 0.637 -0.101 0.164
x7 0.0250 0.106 0.237 0.813 -0.185 0.235
x8 -0.0007 0.003 -0.236 0.814 -0.006 0.005
x9 0.0265 0.111 0.238 0.812 -0.195 0.248
==============================================================================
Omnibus: 50.076 Durbin-Watson: 1.988
Prob(Omnibus): 0.000 Jarque-Bera (JB): 213.109
Skew: -1.755 Prob(JB): 5.30e-47
Kurtosis: 9.719 Cond. No. 176.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-06 to 2017-02-02 and predicting on 2017-02-03 ----
Creating Time series models:
The real value for gold_price on 2017-02-03 is -0.00898656100649231
The predicted value for gold_price on 2017-02-03 is 0.003979985399693414
The real value for eth_price on 2017-02-03 is 0.016697588126161067
The predicted value for eth_price on 2017-02-03 is -0.008010835087858464
The real value for pos_sent on 2017-02-03 is -0.01507493751693334
The predicted value for pos_sent on 2017-02-03 is -0.012767739263535385
The real value for neg_sent on 2017-02-03 is -0.10138278756639274
The predicted value for neg_sent on 2017-02-03 is 0.006724431752906848
The real value for tot_num_trans on 2017-02-03 is 0.24658748107366724
The predicted value for tot_num_trans on 2017-02-03 is -0.07584099659425053
The real value for unique_addr on 2017-02-03 is 0.23816299700608723
The predicted value for unique_addr on 2017-02-03 is -0.029836619409549292
The real value for hash_rate on 2017-02-03 is -0.050955414012739175
The predicted value for hash_rate on 2017-02-03 is 0.007405718993625705
The real value for mempool_trans on 2017-02-03 is 0.1971730469222306
The predicted value for mempool_trans on 2017-02-03 is 0.00021333007480683897
The real value for avg_trans_per_block on 2017-02-03 is 0.3135183525407099
The predicted value for avg_trans_per_block on 2017-02-03 is -0.05873335613187458
The real value of percent_change was [[ 0.00537238]] on 2017-02-03
The predicted value of percent_change was [[ 0.00321369]] on 2017-02-03
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.158
Model: OLS Adj. R-squared: 0.063
Method: Least Squares F-statistic: 1.652
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.115
Time: 15:27:56 Log-Likelihood: 189.53
No. Observations: 89 AIC: -359.1
Df Residuals: 79 BIC: -334.2
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0050 0.004 1.313 0.193 -0.003 0.013
x1 0.4388 0.432 1.016 0.313 -0.421 1.299
x2 0.2540 0.105 2.414 0.018 0.045 0.463
x3 0.0240 0.051 0.475 0.636 -0.077 0.125
x4 -0.0625 0.029 -2.189 0.032 -0.119 -0.006
x5 -0.0133 0.120 -0.111 0.912 -0.252 0.225
x6 0.0126 0.067 0.189 0.851 -0.120 0.146
x7 0.0259 0.108 0.241 0.810 -0.188 0.240
x8 -0.0007 0.003 -0.264 0.793 -0.006 0.005
x9 0.0273 0.113 0.242 0.809 -0.197 0.252
==============================================================================
Omnibus: 51.621 Durbin-Watson: 1.958
Prob(Omnibus): 0.000 Jarque-Bera (JB): 225.117
Skew: -1.812 Prob(JB): 1.31e-49
Kurtosis: 9.897 Cond. No. 175.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-07 to 2017-02-03 and predicting on 2017-02-04 ----
Creating Time series models:
The real value for gold_price on 2017-02-04 is 1.7763568394002505e-15
The predicted value for gold_price on 2017-02-04 is 0.0009089806319667478
The real value for eth_price on 2017-02-04 is 0.029197080291973432
The predicted value for eth_price on 2017-02-04 is 0.0048427752592801075
The real value for pos_sent on 2017-02-04 is 0.032741090204606804
The predicted value for pos_sent on 2017-02-04 is 0.06477805247364787
The real value for neg_sent on 2017-02-04 is 0.10423167177855541
The predicted value for neg_sent on 2017-02-04 is 0.015789276316006556
The real value for tot_num_trans on 2017-02-04 is -0.11508423398225387
The predicted value for tot_num_trans on 2017-02-04 is -0.027356841494433487
The real value for unique_addr on 2017-02-04 is -0.1075638769821583
The predicted value for unique_addr on 2017-02-04 is 0.01954727296536892
The real value for hash_rate on 2017-02-04 is 0.04548482826424105
The predicted value for hash_rate on 2017-02-04 is -0.01363061430264948
The real value for mempool_trans on 2017-02-04 is 3.5318620628496404
The predicted value for mempool_trans on 2017-02-04 is 0.3612014095187891
The real value for avg_trans_per_block on 2017-02-04 is -0.09067276457486795
The predicted value for avg_trans_per_block on 2017-02-04 is -0.013297112204939177
The real value of percent_change was [[ 0.0177413]] on 2017-02-04
The predicted value of percent_change was [[ 0.00649027]] on 2017-02-04
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.158
Model: OLS Adj. R-squared: 0.062
Method: Least Squares F-statistic: 1.643
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.117
Time: 15:28:09 Log-Likelihood: 189.51
No. Observations: 89 AIC: -359.0
Df Residuals: 79 BIC: -334.1
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0047 0.004 1.222 0.225 -0.003 0.012
x1 0.4544 0.430 1.058 0.293 -0.401 1.309
x2 0.2527 0.105 2.404 0.019 0.044 0.462
x3 0.0262 0.051 0.511 0.611 -0.076 0.128
x4 -0.0617 0.029 -2.156 0.034 -0.119 -0.005
x5 -0.0120 0.120 -0.100 0.920 -0.251 0.227
x6 0.0064 0.066 0.096 0.923 -0.126 0.138
x7 0.0285 0.108 0.264 0.793 -0.186 0.243
x8 -0.0007 0.003 -0.248 0.805 -0.006 0.005
x9 0.0294 0.113 0.260 0.796 -0.196 0.255
==============================================================================
Omnibus: 51.380 Durbin-Watson: 1.981
Prob(Omnibus): 0.000 Jarque-Bera (JB): 224.347
Skew: -1.801 Prob(JB): 1.92e-49
Kurtosis: 9.894 Cond. No. 174.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-08 to 2017-02-04 and predicting on 2017-02-05 ----
Creating Time series models:
The real value for gold_price on 2017-02-05 is -5.551115123125783e-16
The predicted value for gold_price on 2017-02-05 is 0.002390808812072436
The real value for eth_price on 2017-02-05 is 0.010195035460960788
The predicted value for eth_price on 2017-02-05 is 0.01623795598235315
The real value for pos_sent on 2017-02-05 is -0.029275791452305633
The predicted value for pos_sent on 2017-02-05 is -0.038608573623958496
The real value for neg_sent on 2017-02-05 is 0.05655037494007553
The predicted value for neg_sent on 2017-02-05 is -0.02479170916502444
The real value for tot_num_trans on 2017-02-05 is 0.02016931749125117
The predicted value for tot_num_trans on 2017-02-05 is -0.030302046860973497
The real value for unique_addr on 2017-02-05 is 0.020354010613919726
The predicted value for unique_addr on 2017-02-05 is -0.053921259245508515
The real value for hash_rate on 2017-02-05 is 0.09655172413793056
The predicted value for hash_rate on 2017-02-05 is 0.08608113786496827
The real value for mempool_trans on 2017-02-05 is -0.7278997979587145
The predicted value for mempool_trans on 2017-02-05 is 0.845301830400483
The real value for avg_trans_per_block on 2017-02-05 is -0.06965691172181487
The predicted value for avg_trans_per_block on 2017-02-05 is -0.0855494225411361
The real value of percent_change was [[-0.01567575]] on 2017-02-05
The predicted value of percent_change was [[ 0.01005782]] on 2017-02-05
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.157
Model: OLS Adj. R-squared: 0.060
Method: Least Squares F-statistic: 1.629
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.121
Time: 15:28:20 Log-Likelihood: 189.49
No. Observations: 89 AIC: -359.0
Df Residuals: 79 BIC: -334.1
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0047 0.004 1.220 0.226 -0.003 0.012
x1 0.4241 0.435 0.974 0.333 -0.443 1.291
x2 0.2573 0.105 2.455 0.016 0.049 0.466
x3 0.0285 0.051 0.555 0.580 -0.074 0.131
x4 -0.0597 0.029 -2.077 0.041 -0.117 -0.002
x5 -0.0212 0.118 -0.180 0.857 -0.255 0.213
x6 0.0046 0.066 0.070 0.944 -0.127 0.136
x7 0.0380 0.106 0.358 0.721 -0.173 0.249
x8 -0.0005 0.003 -0.172 0.864 -0.006 0.005
x9 0.0407 0.111 0.367 0.715 -0.180 0.261
==============================================================================
Omnibus: 51.545 Durbin-Watson: 1.988
Prob(Omnibus): 0.000 Jarque-Bera (JB): 224.589
Skew: -1.809 Prob(JB): 1.70e-49
Kurtosis: 9.890 Cond. No. 184.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-09 to 2017-02-05 and predicting on 2017-02-06 ----
Creating Time series models:
The real value for gold_price on 2017-02-06 is 0.007254441284386681
The predicted value for gold_price on 2017-02-06 is 0.009555411255081782
The real value for eth_price on 2017-02-06 is -0.0021939447124099676
The predicted value for eth_price on 2017-02-06 is 0.0045166054767428005
The real value for pos_sent on 2017-02-06 is -0.08624827856658379
The predicted value for pos_sent on 2017-02-06 is -0.002611160042591168
The real value for neg_sent on 2017-02-06 is -0.10744417790833793
The predicted value for neg_sent on 2017-02-06 is 0.09429391139753357
The real value for tot_num_trans on 2017-02-06 is -0.21250868706372106
The predicted value for tot_num_trans on 2017-02-06 is 0.13325330970284055
The real value for unique_addr on 2017-02-06 is -0.1369217111490426
The predicted value for unique_addr on 2017-02-06 is 0.1267611594596011
The real value for hash_rate on 2017-02-06 is -0.21383647798742123
The predicted value for hash_rate on 2017-02-06 is -0.06175458581947332
The real value for mempool_trans on 2017-02-06 is -0.5162139000257697
The predicted value for mempool_trans on 2017-02-06 is -0.05986926522367897
The real value for avg_trans_per_block on 2017-02-06 is 0.0016889500549470693
The predicted value for avg_trans_per_block on 2017-02-06 is 0.21635457484427884
The real value of percent_change was [[ 0.00904186]] on 2017-02-06
The predicted value of percent_change was [[ 0.00822468]] on 2017-02-06
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.157
Model: OLS Adj. R-squared: 0.060
Method: Least Squares F-statistic: 1.629
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.121
Time: 15:28:31 Log-Likelihood: 189.28
No. Observations: 89 AIC: -358.6
Df Residuals: 79 BIC: -333.7
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0044 0.004 1.154 0.252 -0.003 0.012
x1 0.4293 0.437 0.983 0.329 -0.440 1.298
x2 0.2543 0.105 2.423 0.018 0.045 0.463
x3 0.0301 0.052 0.584 0.561 -0.073 0.133
x4 -0.0610 0.029 -2.106 0.038 -0.119 -0.003
x5 -0.0240 0.118 -0.203 0.839 -0.259 0.211
x6 0.0036 0.066 0.054 0.957 -0.129 0.136
x7 0.0401 0.106 0.378 0.706 -0.171 0.251
x8 -0.0002 0.003 -0.060 0.952 -0.006 0.005
x9 0.0443 0.111 0.399 0.691 -0.177 0.265
==============================================================================
Omnibus: 50.483 Durbin-Watson: 1.981
Prob(Omnibus): 0.000 Jarque-Bera (JB): 214.746
Skew: -1.774 Prob(JB): 2.34e-47
Kurtosis: 9.732 Cond. No. 178.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-10 to 2017-02-06 and predicting on 2017-02-07 ----
Creating Time series models:
The real value for gold_price on 2017-02-07 is 0.007488644269006084
The predicted value for gold_price on 2017-02-07 is 0.0016890021855147392
The real value for eth_price on 2017-02-07 is 0.009234828495864766
The predicted value for eth_price on 2017-02-07 is 0.016138406409366618
The real value for pos_sent on 2017-02-07 is 0.04501734892390363
The predicted value for pos_sent on 2017-02-07 is -0.021940929906275622
The real value for neg_sent on 2017-02-07 is -0.1322891330689302
The predicted value for neg_sent on 2017-02-07 is -0.031490073011630745
The real value for tot_num_trans on 2017-02-07 is 0.41404269933529547
The predicted value for tot_num_trans on 2017-02-07 is 0.060279549123236416
The real value for unique_addr on 2017-02-07 is 0.2656190041529578
The predicted value for unique_addr on 2017-02-07 is 0.030934197417965693
The real value for hash_rate on 2017-02-07 is 0.20799999999999996
The predicted value for hash_rate on 2017-02-07 is 0.0634532869995536
The real value for mempool_trans on 2017-02-07 is 2.1241235785248866
The predicted value for mempool_trans on 2017-02-07 is 1.332147378558802
The real value for avg_trans_per_block on 2017-02-07 is 0.17056514845637039
The predicted value for avg_trans_per_block on 2017-02-07 is 0.016997592696567858
The real value of percent_change was [[ 0.02548428]] on 2017-02-07
The predicted value of percent_change was [[ 0.01263898]] on 2017-02-07
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.164
Model: OLS Adj. R-squared: 0.069
Method: Least Squares F-statistic: 1.723
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0976
Time: 15:28:42 Log-Likelihood: 189.75
No. Observations: 89 AIC: -359.5
Df Residuals: 79 BIC: -334.6
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0042 0.004 1.104 0.273 -0.003 0.012
x1 0.3745 0.435 0.860 0.392 -0.492 1.241
x2 0.2583 0.104 2.476 0.015 0.051 0.466
x3 0.0233 0.050 0.464 0.644 -0.077 0.123
x4 -0.0677 0.029 -2.326 0.023 -0.126 -0.010
x5 -0.0192 0.117 -0.164 0.870 -0.253 0.215
x6 0.0021 0.066 0.032 0.975 -0.129 0.134
x7 0.0376 0.105 0.358 0.721 -0.172 0.247
x8 6.239e-05 0.003 0.023 0.982 -0.005 0.006
x9 0.0395 0.110 0.358 0.721 -0.180 0.259
==============================================================================
Omnibus: 49.482 Durbin-Watson: 2.001
Prob(Omnibus): 0.000 Jarque-Bera (JB): 209.439
Skew: -1.732 Prob(JB): 3.32e-46
Kurtosis: 9.670 Cond. No. 178.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-11 to 2017-02-07 and predicting on 2017-02-08 ----
Creating Time series models:
The real value for gold_price on 2017-02-08 is 0.003736799350055886
The predicted value for gold_price on 2017-02-08 is 0.0007376829793081517
The real value for eth_price on 2017-02-08 is 0.0008714596951198139
The predicted value for eth_price on 2017-02-08 is 0.034180218555881534
The real value for pos_sent on 2017-02-08 is -0.10386051212741143
The predicted value for pos_sent on 2017-02-08 is 0.02786167160831258
The real value for neg_sent on 2017-02-08 is 0.09729079291134202
The predicted value for neg_sent on 2017-02-08 is -0.033058016672654775
The real value for tot_num_trans on 2017-02-08 is -0.052117023500620974
The predicted value for tot_num_trans on 2017-02-08 is -0.011213472836674784
The real value for unique_addr on 2017-02-08 is -0.07337770681210642
The predicted value for unique_addr on 2017-02-08 is -0.02319779156631299
The real value for hash_rate on 2017-02-08 is -0.03311258278145712
The predicted value for hash_rate on 2017-02-08 is 0.05407903260006898
The real value for mempool_trans on 2017-02-08 is 0.9855193141896446
The predicted value for mempool_trans on 2017-02-08 is 1.1626066164868865
The real value for avg_trans_per_block on 2017-02-08 is -0.019655277730094567
The predicted value for avg_trans_per_block on 2017-02-08 is -0.049732218149905666
The real value of percent_change was [[ 0.00215845]] on 2017-02-08
The predicted value of percent_change was [[ 0.01657069]] on 2017-02-08
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.167
Model: OLS Adj. R-squared: 0.073
Method: Least Squares F-statistic: 1.765
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0884
Time: 15:28:53 Log-Likelihood: 189.82
No. Observations: 89 AIC: -359.6
Df Residuals: 79 BIC: -334.7
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0043 0.004 1.141 0.257 -0.003 0.012
x1 0.3400 0.440 0.772 0.442 -0.537 1.217
x2 0.2582 0.104 2.477 0.015 0.051 0.466
x3 0.0223 0.050 0.445 0.658 -0.077 0.122
x4 -0.0681 0.029 -2.362 0.021 -0.125 -0.011
x5 -0.0180 0.115 -0.156 0.876 -0.247 0.211
x6 0.0020 0.066 0.030 0.976 -0.129 0.133
x7 0.0368 0.104 0.353 0.725 -0.171 0.244
x8 5.284e-05 0.003 0.019 0.985 -0.005 0.005
x9 0.0376 0.109 0.345 0.731 -0.180 0.255
==============================================================================
Omnibus: 49.518 Durbin-Watson: 2.005
Prob(Omnibus): 0.000 Jarque-Bera (JB): 210.730
Skew: -1.730 Prob(JB): 1.74e-46
Kurtosis: 9.697 Cond. No. 184.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-12 to 2017-02-08 and predicting on 2017-02-09 ----
Creating Time series models:
The real value for gold_price on 2017-02-09 is 0.004977338944708309
The predicted value for gold_price on 2017-02-09 is 0.00048364740837425957
The real value for eth_price on 2017-02-09 is -0.021767522855898225
The predicted value for eth_price on 2017-02-09 is 0.008258750654897059
The real value for pos_sent on 2017-02-09 is -0.0053446282688912605
The predicted value for pos_sent on 2017-02-09 is 0.0009231578394281494
The real value for neg_sent on 2017-02-09 is 0.44823987036991375
The predicted value for neg_sent on 2017-02-09 is 0.09829247798854278
The real value for tot_num_trans on 2017-02-09 is 0.12398967293296481
The predicted value for tot_num_trans on 2017-02-09 is -0.09968306101304696
The real value for unique_addr on 2017-02-09 is 0.11329745009583925
The predicted value for unique_addr on 2017-02-09 is -0.07128774063003206
The real value for hash_rate on 2017-02-09 is 0.15753424657534265
The predicted value for hash_rate on 2017-02-09 is -0.019674105218911896
The real value for mempool_trans on 2017-02-09 is -0.32027343313150036
The predicted value for mempool_trans on 2017-02-09 is 0.1589225168732446
The real value for avg_trans_per_block on 2017-02-09 is -0.02897933580939116
The predicted value for avg_trans_per_block on 2017-02-09 is -0.12107604069104491
The real value of percent_change was [[-0.07247749]] on 2017-02-09
The predicted value of percent_change was [[-0.00385795]] on 2017-02-09
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.168
Model: OLS Adj. R-squared: 0.073
Method: Least Squares F-statistic: 1.773
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0866
Time: 15:29:05 Log-Likelihood: 189.85
No. Observations: 89 AIC: -359.7
Df Residuals: 79 BIC: -334.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0042 0.004 1.115 0.268 -0.003 0.012
x1 0.3844 0.457 0.841 0.403 -0.526 1.294
x2 0.2575 0.104 2.472 0.016 0.050 0.465
x3 0.0204 0.049 0.413 0.681 -0.078 0.118
x4 -0.0684 0.029 -2.375 0.020 -0.126 -0.011
x5 -0.0199 0.115 -0.173 0.863 -0.249 0.209
x6 0.0019 0.066 0.028 0.978 -0.129 0.133
x7 0.0387 0.105 0.370 0.712 -0.169 0.247
x8 0.0002 0.003 0.058 0.954 -0.005 0.006
x9 0.0395 0.109 0.361 0.719 -0.178 0.257
==============================================================================
Omnibus: 50.021 Durbin-Watson: 1.996
Prob(Omnibus): 0.000 Jarque-Bera (JB): 214.364
Skew: -1.749 Prob(JB): 2.83e-47
Kurtosis: 9.750 Cond. No. 192.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-13 to 2017-02-09 and predicting on 2017-02-10 ----
Creating Time series models:
The real value for gold_price on 2017-02-10 is -0.012885041272397868
The predicted value for gold_price on 2017-02-10 is 0.001209295150159607
The real value for eth_price on 2017-02-10 is -0.006675567423161222
The predicted value for eth_price on 2017-02-10 is -0.004651137360806166
The real value for pos_sent on 2017-02-10 is 0.031049222244097452
The predicted value for pos_sent on 2017-02-10 is 0.005506283861076858
The real value for neg_sent on 2017-02-10 is -0.16509544164929146
The predicted value for neg_sent on 2017-02-10 is -0.015523910503048511
The real value for tot_num_trans on 2017-02-10 is -0.12145066715914865
The predicted value for tot_num_trans on 2017-02-10 is 0.005511837885388303
The real value for unique_addr on 2017-02-10 is -0.11751509112062986
The predicted value for unique_addr on 2017-02-10 is -0.0267686593328271
The real value for hash_rate on 2017-02-10 is -0.12426035502958566
The predicted value for hash_rate on 2017-02-10 is -0.0416126967983437
The real value for mempool_trans on 2017-02-10 is -0.4318269290093987
The predicted value for mempool_trans on 2017-02-10 is 0.22885964254121927
The real value for avg_trans_per_block on 2017-02-10 is 0.0032083597979992717
The predicted value for avg_trans_per_block on 2017-02-10 is 0.03718360154919892
The real value of percent_change was [[ 0.0235636]] on 2017-02-10
The predicted value of percent_change was [[ 0.00459717]] on 2017-02-10
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.201
Model: OLS Adj. R-squared: 0.110
Method: Least Squares F-statistic: 2.210
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0298
Time: 15:29:15 Log-Likelihood: 188.96
No. Observations: 89 AIC: -357.9
Df Residuals: 79 BIC: -333.0
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0036 0.004 0.941 0.350 -0.004 0.011
x1 0.3886 0.462 0.841 0.403 -0.531 1.308
x2 0.2678 0.106 2.537 0.013 0.058 0.478
x3 0.0155 0.050 0.311 0.757 -0.084 0.115
x4 -0.0845 0.027 -3.084 0.003 -0.139 -0.030
x5 -0.0192 0.116 -0.165 0.869 -0.251 0.212
x6 -0.0110 0.067 -0.164 0.870 -0.145 0.123
x7 0.0395 0.106 0.374 0.710 -0.171 0.250
x8 0.0007 0.003 0.268 0.789 -0.005 0.006
x9 0.0447 0.111 0.404 0.688 -0.176 0.265
==============================================================================
Omnibus: 45.061 Durbin-Watson: 1.992
Prob(Omnibus): 0.000 Jarque-Bera (JB): 170.918
Skew: -1.593 Prob(JB): 7.68e-38
Kurtosis: 8.995 Cond. No. 192.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-14 to 2017-02-10 and predicting on 2017-02-11 ----
Creating Time series models:
The real value for gold_price on 2017-02-11 is 0.0
The predicted value for gold_price on 2017-02-11 is -0.0022081679934849462
The real value for eth_price on 2017-02-11 is 0.01433691756258626
The predicted value for eth_price on 2017-02-11 is 0.008130226636322117
The real value for pos_sent on 2017-02-11 is 0.12040889558450929
The predicted value for pos_sent on 2017-02-11 is 0.06221217927301015
The real value for neg_sent on 2017-02-11 is -0.08771127156666525
The predicted value for neg_sent on 2017-02-11 is -0.018875289009422445
The real value for tot_num_trans on 2017-02-11 is -0.1371955225057151
The predicted value for tot_num_trans on 2017-02-11 is -0.04135185048948676
The real value for unique_addr on 2017-02-11 is -0.06455802220974116
The predicted value for unique_addr on 2017-02-11 is -0.006019472502879729
The real value for hash_rate on 2017-02-11 is -0.06081081081081097
The predicted value for hash_rate on 2017-02-11 is 0.02164094405325656
The real value for mempool_trans on 2017-02-11 is -0.4516142376614949
The predicted value for mempool_trans on 2017-02-11 is 0.8608541551357389
The real value for avg_trans_per_block on 2017-02-11 is -0.08133048439457424
The predicted value for avg_trans_per_block on 2017-02-11 is -0.0689068972463127
The real value of percent_change was [[ 0.00975191]] on 2017-02-11
The predicted value of percent_change was [[ 0.00706827]] on 2017-02-11
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.206
Model: OLS Adj. R-squared: 0.115
Method: Least Squares F-statistic: 2.276
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0253
Time: 15:29:25 Log-Likelihood: 189.07
No. Observations: 89 AIC: -358.1
Df Residuals: 79 BIC: -333.3
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0040 0.004 1.061 0.292 -0.004 0.012
x1 0.3695 0.456 0.810 0.420 -0.538 1.277
x2 0.2650 0.106 2.512 0.014 0.055 0.475
x3 0.0169 0.050 0.340 0.735 -0.082 0.116
x4 -0.0875 0.027 -3.198 0.002 -0.142 -0.033
x5 -0.0143 0.116 -0.123 0.902 -0.245 0.216
x6 -0.0199 0.068 -0.293 0.770 -0.155 0.115
x7 0.0368 0.105 0.350 0.727 -0.173 0.246
x8 0.0007 0.003 0.260 0.795 -0.005 0.006
x9 0.0453 0.110 0.410 0.683 -0.175 0.265
==============================================================================
Omnibus: 45.904 Durbin-Watson: 2.036
Prob(Omnibus): 0.000 Jarque-Bera (JB): 177.792
Skew: -1.619 Prob(JB): 2.47e-39
Kurtosis: 9.120 Cond. No. 189.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-15 to 2017-02-11 and predicting on 2017-02-12 ----
Creating Time series models:
The real value for gold_price on 2017-02-12 is 0.0
The predicted value for gold_price on 2017-02-12 is 0.0029500244935774167
The real value for eth_price on 2017-02-12 is 0.004858657243839382
The predicted value for eth_price on 2017-02-12 is 0.007629078599273193
The real value for pos_sent on 2017-02-12 is -0.022292837238855112
The predicted value for pos_sent on 2017-02-12 is -0.028894386867419405
The real value for neg_sent on 2017-02-12 is -0.12264505057759689
The predicted value for neg_sent on 2017-02-12 is 0.04173400527851562
The real value for tot_num_trans on 2017-02-12 is -0.09328247413261459
The predicted value for tot_num_trans on 2017-02-12 is -0.044387419974355254
The real value for unique_addr on 2017-02-12 is -0.11079557424432662
The predicted value for unique_addr on 2017-02-12 is -0.03688098539636035
The real value for hash_rate on 2017-02-12 is 0.014388489208633226
The predicted value for hash_rate on 2017-02-12 is 0.06478068404705742
The real value for mempool_trans on 2017-02-12 is -0.1881302951867725
The predicted value for mempool_trans on 2017-02-12 is 0.10452588271728602
The real value for avg_trans_per_block on 2017-02-12 is -0.1061437156342796
The predicted value for avg_trans_per_block on 2017-02-12 is -0.06479439403746852
The real value of percent_change was [[-0.00816976]] on 2017-02-12
The predicted value of percent_change was [[ 0.00387023]] on 2017-02-12
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.206
Model: OLS Adj. R-squared: 0.115
Method: Least Squares F-statistic: 2.276
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0252
Time: 15:29:37 Log-Likelihood: 189.06
No. Observations: 89 AIC: -358.1
Df Residuals: 79 BIC: -333.2
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0040 0.004 1.047 0.299 -0.004 0.012
x1 0.3576 0.493 0.726 0.470 -0.623 1.338
x2 0.2646 0.106 2.505 0.014 0.054 0.475
x3 0.0152 0.050 0.301 0.764 -0.085 0.116
x4 -0.0875 0.027 -3.187 0.002 -0.142 -0.033
x5 -0.0136 0.117 -0.116 0.908 -0.247 0.219
x6 -0.0201 0.068 -0.295 0.769 -0.156 0.116
x7 0.0369 0.106 0.348 0.729 -0.174 0.248
x8 0.0007 0.003 0.268 0.790 -0.005 0.006
x9 0.0450 0.112 0.400 0.690 -0.179 0.268
==============================================================================
Omnibus: 45.785 Durbin-Watson: 2.038
Prob(Omnibus): 0.000 Jarque-Bera (JB): 177.211
Skew: -1.614 Prob(JB): 3.30e-39
Kurtosis: 9.113 Cond. No. 204.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-16 to 2017-02-12 and predicting on 2017-02-13 ----
Creating Time series models:
The real value for gold_price on 2017-02-13 is 0.002977768713101847
The predicted value for gold_price on 2017-02-13 is 0.0026708311640897277
The real value for eth_price on 2017-02-13 is -0.004395604395692532
The predicted value for eth_price on 2017-02-13 is 0.008021364258016831
The real value for pos_sent on 2017-02-13 is -0.08291505672881849
The predicted value for pos_sent on 2017-02-13 is -0.03079435313822866
The real value for neg_sent on 2017-02-13 is -0.05087530986616895
The predicted value for neg_sent on 2017-02-13 is -0.04509932457521735
The real value for tot_num_trans on 2017-02-13 is 0.21037693864355833
The predicted value for tot_num_trans on 2017-02-13 is 0.12110611080178911
The real value for unique_addr on 2017-02-13 is 0.1920849878223292
The predicted value for unique_addr on 2017-02-13 is 0.07916242005291207
The real value for hash_rate on 2017-02-13 is 0.15602836879432602
The predicted value for hash_rate on 2017-02-13 is -0.024940640003463754
The real value for mempool_trans on 2017-02-13 is -0.5483275261324042
The predicted value for mempool_trans on 2017-02-13 is -0.23814213545270346
The real value for avg_trans_per_block on 2017-02-13 is 0.04701318005362998
The predicted value for avg_trans_per_block on 2017-02-13 is 0.1408706124412079
The real value of percent_change was [[-0.00072681]] on 2017-02-13
The predicted value of percent_change was [[ 0.01203572]] on 2017-02-13
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.203
Model: OLS Adj. R-squared: 0.112
Method: Least Squares F-statistic: 2.239
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0277
Time: 15:29:50 Log-Likelihood: 188.84
No. Observations: 89 AIC: -357.7
Df Residuals: 79 BIC: -332.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0035 0.004 0.926 0.357 -0.004 0.011
x1 0.3426 0.495 0.693 0.491 -0.642 1.327
x2 0.2643 0.106 2.497 0.015 0.054 0.475
x3 0.0167 0.051 0.330 0.742 -0.084 0.118
x4 -0.0862 0.028 -3.125 0.002 -0.141 -0.031
x5 -0.0189 0.117 -0.161 0.872 -0.252 0.214
x6 -0.0168 0.068 -0.246 0.806 -0.152 0.119
x7 0.0413 0.106 0.389 0.698 -0.170 0.253
x8 0.0008 0.003 0.281 0.780 -0.005 0.006
x9 0.0493 0.112 0.439 0.662 -0.174 0.273
==============================================================================
Omnibus: 44.043 Durbin-Watson: 2.031
Prob(Omnibus): 0.000 Jarque-Bera (JB): 164.669
Skew: -1.556 Prob(JB): 1.75e-36
Kurtosis: 8.893 Cond. No. 204.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-17 to 2017-02-13 and predicting on 2017-02-14 ----
Creating Time series models:
The real value for gold_price on 2017-02-14 is 0.0002033512282388905
The predicted value for gold_price on 2017-02-14 is 0.007301334055510984
The real value for eth_price on 2017-02-14 is 0.0737306843269463
The predicted value for eth_price on 2017-02-14 is 0.013870242839755964
The real value for pos_sent on 2017-02-14 is 0.11090246625451439
The predicted value for pos_sent on 2017-02-14 is -0.026032442806909473
The real value for neg_sent on 2017-02-14 is 0.08757874336691884
The predicted value for neg_sent on 2017-02-14 is -0.03734493874040487
The real value for tot_num_trans on 2017-02-14 is 0.0929411356620069
The predicted value for tot_num_trans on 2017-02-14 is 0.08802604689036414
The real value for unique_addr on 2017-02-14 is 0.05381787105493285
The predicted value for unique_addr on 2017-02-14 is 0.05095602778764486
The real value for hash_rate on 2017-02-14 is 0.03680981595092048
The predicted value for hash_rate on 2017-02-14 is 0.03284560316863672
The real value for mempool_trans on 2017-02-14 is 0.47517292807734846
The predicted value for mempool_trans on 2017-02-14 is 1.5358133295442926
The real value for avg_trans_per_block on 2017-02-14 is 0.054138491792349974
The predicted value for avg_trans_per_block on 2017-02-14 is 0.07140822065847156
The real value of percent_change was [[ 0.01190433]] on 2017-02-14
The predicted value of percent_change was [[ 0.01577612]] on 2017-02-14
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.203
Model: OLS Adj. R-squared: 0.112
Method: Least Squares F-statistic: 2.239
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0277
Time: 15:30:03 Log-Likelihood: 189.33
No. Observations: 89 AIC: -358.7
Df Residuals: 79 BIC: -333.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0029 0.004 0.771 0.443 -0.005 0.010
x1 0.3611 0.492 0.733 0.465 -0.619 1.341
x2 0.2627 0.105 2.496 0.015 0.053 0.472
x3 0.0184 0.050 0.369 0.713 -0.081 0.118
x4 -0.0846 0.027 -3.091 0.003 -0.139 -0.030
x5 -0.0350 0.117 -0.299 0.765 -0.268 0.198
x6 -0.0090 0.068 -0.132 0.896 -0.145 0.127
x7 0.0474 0.105 0.451 0.654 -0.162 0.257
x8 0.0011 0.003 0.395 0.694 -0.004 0.006
x9 0.0596 0.111 0.536 0.594 -0.162 0.281
==============================================================================
Omnibus: 44.097 Durbin-Watson: 2.035
Prob(Omnibus): 0.000 Jarque-Bera (JB): 167.933
Skew: -1.548 Prob(JB): 3.42e-37
Kurtosis: 8.974 Cond. No. 204.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-18 to 2017-02-14 and predicting on 2017-02-15 ----
Creating Time series models:
The real value for gold_price on 2017-02-15 is -0.003659577928694535
The predicted value for gold_price on 2017-02-15 is -0.0018086357034827946
The real value for eth_price on 2017-02-15 is 0.06743421052628573
The predicted value for eth_price on 2017-02-15 is 0.027105354814292666
The real value for pos_sent on 2017-02-15 is -0.078524073392922
The predicted value for pos_sent on 2017-02-15 is 0.04135923510419166
The real value for neg_sent on 2017-02-15 is -0.06328346678955699
The predicted value for neg_sent on 2017-02-15 is -0.043408892349795086
The real value for tot_num_trans on 2017-02-15 is -0.0644209163270747
The predicted value for tot_num_trans on 2017-02-15 is -0.007138443529484803
The real value for unique_addr on 2017-02-15 is -0.06476890609706187
The predicted value for unique_addr on 2017-02-15 is 0.008504820481417286
The real value for hash_rate on 2017-02-15 is -0.1775147928994083
The predicted value for hash_rate on 2017-02-15 is 0.04195397521395513
The real value for mempool_trans on 2017-02-15 is 0.22875993585274013
The predicted value for mempool_trans on 2017-02-15 is 1.2982690515535835
The real value for avg_trans_per_block on 2017-02-15 is 0.13750262691168613
The predicted value for avg_trans_per_block on 2017-02-15 is -0.01657737160381892
The real value of percent_change was [[ 0.00053938]] on 2017-02-15
The predicted value of percent_change was [[ 0.01621433]] on 2017-02-15
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.204
Model: OLS Adj. R-squared: 0.113
Method: Least Squares F-statistic: 2.247
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0271
Time: 15:30:15 Log-Likelihood: 189.34
No. Observations: 89 AIC: -358.7
Df Residuals: 79 BIC: -333.8
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0029 0.004 0.779 0.438 -0.005 0.010
x1 0.3797 0.494 0.769 0.444 -0.603 1.363
x2 0.2552 0.102 2.502 0.014 0.052 0.458
x3 0.0160 0.049 0.328 0.744 -0.081 0.113
x4 -0.0859 0.027 -3.153 0.002 -0.140 -0.032
x5 -0.0363 0.117 -0.311 0.757 -0.269 0.196
x6 -0.0085 0.068 -0.124 0.902 -0.144 0.127
x7 0.0470 0.105 0.447 0.656 -0.163 0.257
x8 0.0011 0.003 0.423 0.674 -0.004 0.007
x9 0.0597 0.111 0.537 0.593 -0.162 0.281
==============================================================================
Omnibus: 44.484 Durbin-Watson: 2.034
Prob(Omnibus): 0.000 Jarque-Bera (JB): 171.566
Skew: -1.559 Prob(JB): 5.56e-38
Kurtosis: 9.045 Cond. No. 205.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-19 to 2017-02-15 and predicting on 2017-02-16 ----
Creating Time series models:
The real value for gold_price on 2017-02-16 is 0.00946822838014727
The predicted value for gold_price on 2017-02-16 is -0.001116486102348295
The real value for eth_price on 2017-02-16 is -0.005392912172554776
The predicted value for eth_price on 2017-02-16 is 0.009176661815676303
The real value for pos_sent on 2017-02-16 is 0.09304301885992472
The predicted value for pos_sent on 2017-02-16 is 0.0545586661554608
The real value for neg_sent on 2017-02-16 is -0.1295559184215067
The predicted value for neg_sent on 2017-02-16 is 0.1699740019600633
The real value for tot_num_trans on 2017-02-16 is -0.0320808993642846
The predicted value for tot_num_trans on 2017-02-16 is -0.08555507746783711
The real value for unique_addr on 2017-02-16 is -0.013525013309242273
The predicted value for unique_addr on 2017-02-16 is -0.0841958478591242
The real value for hash_rate on 2017-02-16 is 0.09352517985611519
The predicted value for hash_rate on 2017-02-16 is 0.0012441323878789128
The real value for mempool_trans on 2017-02-16 is 0.4017221934559485
The predicted value for mempool_trans on 2017-02-16 is -0.048369011525873806
The real value for avg_trans_per_block on 2017-02-16 is -0.11486345402391818
The predicted value for avg_trans_per_block on 2017-02-16 is -0.08066256515147247
The real value of percent_change was [[ 0.02260353]] on 2017-02-16
The predicted value of percent_change was [[-0.00992137]] on 2017-02-16
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.197
Model: OLS Adj. R-squared: 0.106
Method: Least Squares F-statistic: 2.154
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0342
Time: 15:30:28 Log-Likelihood: 189.01
No. Observations: 89 AIC: -358.0
Df Residuals: 79 BIC: -333.1
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0027 0.004 0.720 0.473 -0.005 0.010
x1 0.4299 0.509 0.845 0.401 -0.583 1.443
x2 0.2404 0.101 2.391 0.019 0.040 0.441
x3 0.0204 0.049 0.418 0.677 -0.077 0.117
x4 -0.0843 0.027 -3.077 0.003 -0.139 -0.030
x5 -0.0291 0.121 -0.241 0.810 -0.270 0.211
x6 -0.0067 0.068 -0.097 0.923 -0.143 0.129
x7 0.0426 0.110 0.389 0.699 -0.176 0.261
x8 0.0011 0.003 0.397 0.693 -0.004 0.007
x9 0.0519 0.116 0.449 0.655 -0.178 0.282
==============================================================================
Omnibus: 43.931 Durbin-Watson: 2.007
Prob(Omnibus): 0.000 Jarque-Bera (JB): 167.639
Skew: -1.540 Prob(JB): 3.96e-37
Kurtosis: 8.976 Cond. No. 210.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-20 to 2017-02-16 and predicting on 2017-02-17 ----
Creating Time series models:
The real value for gold_price on 2017-02-17 is 0.0037598544572752246
The predicted value for gold_price on 2017-02-17 is 0.002905478692173356
The real value for eth_price on 2017-02-17 is -0.009295120062030149
The predicted value for eth_price on 2017-02-17 is -0.001736334419482564
The real value for pos_sent on 2017-02-17 is 0.009194456351748759
The predicted value for pos_sent on 2017-02-17 is -0.0030516675932439324
The real value for neg_sent on 2017-02-17 is 0.034050263227086264
The predicted value for neg_sent on 2017-02-17 is 0.006684575465428715
The real value for tot_num_trans on 2017-02-17 is 0.12069575822997303
The predicted value for tot_num_trans on 2017-02-17 is -0.032935465469521676
The real value for unique_addr on 2017-02-17 is 0.12445700945851201
The predicted value for unique_addr on 2017-02-17 is -0.030488945562394273
The real value for hash_rate on 2017-02-17 is -0.006578947368421018
The predicted value for hash_rate on 2017-02-17 is -0.038594173673690085
The real value for mempool_trans on 2017-02-17 is 0.6862346231890659
The predicted value for mempool_trans on 2017-02-17 is 0.07516907638261894
The real value for avg_trans_per_block on 2017-02-17 is 0.1281175844434166
The predicted value for avg_trans_per_block on 2017-02-17 is 0.01777830417375514
The real value of percent_change was [[ 0.01963733]] on 2017-02-17
The predicted value of percent_change was [[ 0.00306839]] on 2017-02-17
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.216
Model: OLS Adj. R-squared: 0.126
Method: Least Squares F-statistic: 2.412
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0179
Time: 15:30:41 Log-Likelihood: 189.88
No. Observations: 89 AIC: -359.8
Df Residuals: 79 BIC: -334.9
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0022 0.004 0.592 0.555 -0.005 0.010
x1 0.4731 0.497 0.953 0.344 -0.515 1.462
x2 0.2438 0.099 2.450 0.016 0.046 0.442
x3 0.0142 0.048 0.293 0.770 -0.082 0.110
x4 -0.0967 0.028 -3.392 0.001 -0.153 -0.040
x5 -0.0264 0.120 -0.221 0.826 -0.265 0.212
x6 -0.0177 0.068 -0.259 0.796 -0.154 0.118
x7 0.0502 0.109 0.462 0.645 -0.166 0.267
x8 0.0013 0.003 0.498 0.620 -0.004 0.007
x9 0.0574 0.115 0.501 0.618 -0.171 0.285
==============================================================================
Omnibus: 43.689 Durbin-Watson: 2.002
Prob(Omnibus): 0.000 Jarque-Bera (JB): 170.125
Skew: -1.519 Prob(JB): 1.14e-37
Kurtosis: 9.053 Cond. No. 207.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-21 to 2017-02-17 and predicting on 2017-02-18 ----
Creating Time series models:
The real value for gold_price on 2017-02-18 is -2.90878432451791e-14
The predicted value for gold_price on 2017-02-18 is 0.004084620741183704
The real value for eth_price on 2017-02-18 is -0.002345582486354747
The predicted value for eth_price on 2017-02-18 is 0.008968186248915634
The real value for pos_sent on 2017-02-18 is 0.03903711135680843
The predicted value for pos_sent on 2017-02-18 is 0.08280075881788088
The real value for neg_sent on 2017-02-18 is 0.06891375492787533
The predicted value for neg_sent on 2017-02-18 is -0.005317770065096799
The real value for tot_num_trans on 2017-02-18 is -0.09887824572266679
The predicted value for tot_num_trans on 2017-02-18 is -0.054634205943183245
The real value for unique_addr on 2017-02-18 is -0.07214873689262502
The predicted value for unique_addr on 2017-02-18 is -0.02075892424197979
The real value for hash_rate on 2017-02-18 is 0.05099457255516304
The predicted value for hash_rate on 2017-02-18 is -0.0023840566715290154
The real value for mempool_trans on 2017-02-18 is 0.31186080568492813
The predicted value for mempool_trans on 2017-02-18 is 0.7436403561208043
The real value for avg_trans_per_block on 2017-02-18 is -0.10480667831659662
The predicted value for avg_trans_per_block on 2017-02-18 is -0.030093400701045554
The real value of percent_change was [[ 0.0010424]] on 2017-02-18
The predicted value of percent_change was [[ 0.00925666]] on 2017-02-18
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.210
Model: OLS Adj. R-squared: 0.120
Method: Least Squares F-statistic: 2.330
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0220
Time: 15:30:53 Log-Likelihood: 189.95
No. Observations: 89 AIC: -359.9
Df Residuals: 79 BIC: -335.0
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0027 0.004 0.722 0.473 -0.005 0.010
x1 0.4833 0.496 0.975 0.332 -0.503 1.470
x2 0.2408 0.099 2.425 0.018 0.043 0.438
x3 0.0135 0.048 0.280 0.780 -0.083 0.110
x4 -0.0943 0.029 -3.302 0.001 -0.151 -0.037
x5 -0.0219 0.120 -0.182 0.856 -0.260 0.217
x6 -0.0207 0.069 -0.302 0.764 -0.157 0.116
x7 0.0464 0.109 0.427 0.671 -0.170 0.263
x8 0.0013 0.003 0.484 0.630 -0.004 0.007
x9 0.0560 0.114 0.489 0.626 -0.172 0.284
==============================================================================
Omnibus: 45.827 Durbin-Watson: 1.997
Prob(Omnibus): 0.000 Jarque-Bera (JB): 184.222
Skew: -1.597 Prob(JB): 9.92e-41
Kurtosis: 9.283 Cond. No. 208.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-22 to 2017-02-18 and predicting on 2017-02-19 ----
Creating Time series models:
The real value for gold_price on 2017-02-19 is 3.774758283725532e-15
The predicted value for gold_price on 2017-02-19 is 0.0036595286035374913
The real value for eth_price on 2017-02-19 is 0.002351097178719952
The predicted value for eth_price on 2017-02-19 is 0.014975933425405291
The real value for pos_sent on 2017-02-19 is -0.08625067423607158
The predicted value for pos_sent on 2017-02-19 is -0.046082344896733816
The real value for neg_sent on 2017-02-19 is -0.007564578038472658
The predicted value for neg_sent on 2017-02-19 is 0.011981741151610397
The real value for tot_num_trans on 2017-02-19 is -0.12642070595421118
The predicted value for tot_num_trans on 2017-02-19 is -0.050686158094634864
The real value for unique_addr on 2017-02-19 is -0.10068281787278233
The predicted value for unique_addr on 2017-02-19 is -0.050164309207817476
The real value for hash_rate on 2017-02-19 is -0.1184210526315791
The predicted value for hash_rate on 2017-02-19 is 0.07365234298756476
The real value for mempool_trans on 2017-02-19 is -0.6477900236529919
The predicted value for mempool_trans on 2017-02-19 is 0.1494717218969216
The real value for avg_trans_per_block on 2017-02-19 is -0.009074233619702166
The predicted value for avg_trans_per_block on 2017-02-19 is -0.094633589778181
The real value of percent_change was [[-0.00365107]] on 2017-02-19
The predicted value of percent_change was [[ 0.00677633]] on 2017-02-19
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.209
Model: OLS Adj. R-squared: 0.119
Method: Least Squares F-statistic: 2.322
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0224
Time: 15:31:05 Log-Likelihood: 189.94
No. Observations: 89 AIC: -359.9
Df Residuals: 79 BIC: -335.0
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0027 0.004 0.712 0.479 -0.005 0.010
x1 0.4777 0.498 0.959 0.341 -0.514 1.470
x2 0.2411 0.099 2.425 0.018 0.043 0.439
x3 0.0145 0.048 0.299 0.766 -0.082 0.111
x4 -0.0938 0.029 -3.282 0.002 -0.151 -0.037
x5 -0.0246 0.120 -0.206 0.838 -0.263 0.214
x6 -0.0207 0.069 -0.302 0.763 -0.157 0.116
x7 0.0487 0.108 0.450 0.654 -0.167 0.264
x8 0.0013 0.003 0.477 0.635 -0.004 0.007
x9 0.0585 0.114 0.512 0.610 -0.169 0.286
==============================================================================
Omnibus: 45.736 Durbin-Watson: 1.999
Prob(Omnibus): 0.000 Jarque-Bera (JB): 183.578
Skew: -1.593 Prob(JB): 1.37e-40
Kurtosis: 9.273 Cond. No. 208.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-23 to 2017-02-19 and predicting on 2017-02-20 ----
Creating Time series models:
The real value for gold_price on 2017-02-20 is -0.004873529885652483
The predicted value for gold_price on 2017-02-20 is 0.0025512762019781264
The real value for eth_price on 2017-02-20 is -0.014855355746808518
The predicted value for eth_price on 2017-02-20 is 0.009933346007107957
The real value for pos_sent on 2017-02-20 is 0.010932761174192063
The predicted value for pos_sent on 2017-02-20 is -0.017569007036137122
The real value for neg_sent on 2017-02-20 is -0.08261838482135109
The predicted value for neg_sent on 2017-02-20 is 0.002752762076574743
The real value for tot_num_trans on 2017-02-20 is 0.12318002868254929
The predicted value for tot_num_trans on 2017-02-20 is 0.09734299956834049
The real value for unique_addr on 2017-02-20 is 0.09793942457265614
The predicted value for unique_addr on 2017-02-20 is 0.09768826287855675
The real value for hash_rate on 2017-02-20 is 0.10447761194029881
The predicted value for hash_rate on 2017-02-20 is -0.047657558345958716
The real value for mempool_trans on 2017-02-20 is 0.17025394557381301
The predicted value for mempool_trans on 2017-02-20 is 0.27331545218882847
The real value for avg_trans_per_block on 2017-02-20 is 0.01693326921257854
The predicted value for avg_trans_per_block on 2017-02-20 is 0.14244092837158442
The real value of percent_change was [[ 0.03037268]] on 2017-02-20
The predicted value of percent_change was [[ 0.00738052]] on 2017-02-20
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.210
Model: OLS Adj. R-squared: 0.120
Method: Least Squares F-statistic: 2.335
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0217
Time: 15:31:18 Log-Likelihood: 190.00
No. Observations: 89 AIC: -360.0
Df Residuals: 79 BIC: -335.1
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0025 0.004 0.659 0.512 -0.005 0.010
x1 0.4769 0.498 0.958 0.341 -0.514 1.468
x2 0.2400 0.099 2.415 0.018 0.042 0.438
x3 0.0167 0.048 0.348 0.729 -0.079 0.112
x4 -0.0940 0.029 -3.291 0.001 -0.151 -0.037
x5 -0.0248 0.119 -0.208 0.836 -0.262 0.213
x6 -0.0238 0.069 -0.344 0.732 -0.162 0.114
x7 0.0523 0.108 0.484 0.630 -0.163 0.267
x8 0.0012 0.003 0.456 0.649 -0.004 0.007
x9 0.0615 0.114 0.540 0.591 -0.165 0.288
==============================================================================
Omnibus: 45.199 Durbin-Watson: 1.999
Prob(Omnibus): 0.000 Jarque-Bera (JB): 181.019
Skew: -1.571 Prob(JB): 4.92e-40
Kurtosis: 9.240 Cond. No. 207.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-24 to 2017-02-20 and predicting on 2017-02-21 ----
Creating Time series models:
The real value for gold_price on 2017-02-21 is -0.00538308981247515
The predicted value for gold_price on 2017-02-21 is -0.002936936102805177
The real value for eth_price on 2017-02-21 is -0.0075396825396953915
The predicted value for eth_price on 2017-02-21 is 0.017203094548921005
The real value for pos_sent on 2017-02-21 is 0.0005191998979467982
The predicted value for pos_sent on 2017-02-21 is 0.018817977253818723
The real value for neg_sent on 2017-02-21 is 0.09972222848953627
The predicted value for neg_sent on 2017-02-21 is -0.04826016436201865
The real value for tot_num_trans on 2017-02-21 is -0.012867491016100296
The predicted value for tot_num_trans on 2017-02-21 is 0.16852971548188977
The real value for unique_addr on 2017-02-21 is -0.03220941676985112
The predicted value for unique_addr on 2017-02-21 is 0.05379544010743445
The real value for hash_rate on 2017-02-21 is -0.06756756756756754
The predicted value for hash_rate on 2017-02-21 is 0.07426655179523217
The real value for mempool_trans on 2017-02-21 is 1.083248235137415
The predicted value for mempool_trans on 2017-02-21 is 1.1853443434545965
The real value for avg_trans_per_block on 2017-02-21 is 0.05866385021461684
The predicted value for avg_trans_per_block on 2017-02-21 is 0.07983681754264715
The real value of percent_change was [[ 0.03598362]] on 2017-02-21
The predicted value of percent_change was [[ 0.01568364]] on 2017-02-21
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.208
Model: OLS Adj. R-squared: 0.118
Method: Least Squares F-statistic: 2.309
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0232
Time: 15:31:30 Log-Likelihood: 189.68
No. Observations: 89 AIC: -359.4
Df Residuals: 79 BIC: -334.5
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0029 0.004 0.777 0.439 -0.005 0.010
x1 0.4392 0.500 0.878 0.382 -0.556 1.434
x2 0.2380 0.100 2.385 0.019 0.039 0.437
x3 0.0166 0.048 0.344 0.732 -0.079 0.112
x4 -0.0951 0.029 -3.312 0.001 -0.152 -0.038
x5 -0.0177 0.119 -0.148 0.883 -0.255 0.220
x6 -0.0220 0.069 -0.317 0.752 -0.160 0.116
x7 0.0470 0.108 0.434 0.665 -0.168 0.262
x8 0.0012 0.003 0.453 0.652 -0.004 0.007
x9 0.0537 0.114 0.471 0.639 -0.174 0.281
==============================================================================
Omnibus: 44.783 Durbin-Watson: 2.005
Prob(Omnibus): 0.000 Jarque-Bera (JB): 176.424
Skew: -1.561 Prob(JB): 4.90e-39
Kurtosis: 9.150 Cond. No. 205.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
---- Running model from 2016-11-25 to 2017-02-21 and predicting on 2017-02-22 ----
Creating Time series models:
The real value for gold_price on 2017-02-22 is 0.007162041181643541
The predicted value for gold_price on 2017-02-22 is 0.0018893875747791496
The real value for eth_price on 2017-02-22 is 0.011195521791279806
The predicted value for eth_price on 2017-02-22 is 0.029775605921630362
The real value for pos_sent on 2017-02-22 is -0.04089572845676648
The predicted value for pos_sent on 2017-02-22 is -0.025217525555405074
The real value for neg_sent on 2017-02-22 is 0.07597508924327423
The predicted value for neg_sent on 2017-02-22 is 0.017624908002871864
The real value for tot_num_trans on 2017-02-22 is 0.017678884947508022
The predicted value for tot_num_trans on 2017-02-22 is -0.01266259243512348
The real value for unique_addr on 2017-02-22 is 0.003130894775690951
The predicted value for unique_addr on 2017-02-22 is -0.0030356923410002883
The real value for hash_rate on 2017-02-22 is 0.007246376811594013
The predicted value for hash_rate on 2017-02-22 is -0.007996434991105656
The real value for mempool_trans on 2017-02-22 is 1.442834764817459
The predicted value for mempool_trans on 2017-02-22 is 1.385966705377505
The real value for avg_trans_per_block on 2017-02-22 is 0.01035745412054756
The predicted value for avg_trans_per_block on 2017-02-22 is 0.015776052352259866
The real value of percent_change was [[-0.00050298]] on 2017-02-22
The predicted value of percent_change was [[ 0.01141195]] on 2017-02-22
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.196
Model: OLS Adj. R-squared: 0.105
Method: Least Squares F-statistic: 2.145
Date: Sun, 17 Sep 2017 Prob (F-statistic): 0.0350
Time: 15:31:41 Log-Likelihood: 188.61
No. Observations: 89 AIC: -357.2
Df Residuals: 79 BIC: -332.3
Df Model: 9
Covariance Type: nonrobust
==============================================================================
coef std err t P>|t| [0.025 0.975]
------------------------------------------------------------------------------
const 0.0036 0.004 0.952 0.344 -0.004 0.011
x1 0.3088 0.537 0.575 0.567 -0.761 1.379
x2 0.2322 0.101 2.295 0.024 0.031 0.434
x3 0.0195 0.049 0.395 0.694 -0.079 0.117
x4 -0.0919 0.029 -3.173 0.002 -0.150 -0.034
x5 0.0013 0.127 0.010 0.992 -0.251 0.254
x6 -0.0364 0.078 -0.468 0.641 -0.191 0.118
x7 0.0374 0.110 0.341 0.734 -0.181 0.256
x8 0.0014 0.003 0.489 0.626 -0.004 0.007
x9 0.0462 0.116 0.398 0.692 -0.185 0.277
==============================================================================
Omnibus: 43.773 Durbin-Watson: 1.981
Prob(Omnibus): 0.000 Jarque-Bera (JB): 168.578
Skew: -1.529 Prob(JB): 2.48e-37
Kurtosis: 9.009 Cond. No. 219.
==============================================================================
Warnings:
[1] Standard Errors assume that the covariance matrix of the errors is correctly specified.
This model architecture with 10 features has an RMSE score of 0.6835307711047399
In [21]:
r2_score(true_p, pred_p) # this is expected due to the range of values on the y-axis!
Out[21]:
-0.034659636867694132
In [22]:
#very good!
plt.plot(pred_p)
plt.plot(true_p)
plt.legend(["Prediction", 'Actual'], loc='upper left')
plt.xlabel("Prediction #")
plt.ylabel("Price")
plt.title("Nested TS - % Change Prediction");
From the above, it seems that our model is not tuned well enough to anticipate the large dip shown above. This is due to a lack of training data. However, while our model might not be the best in predicting percent change how does it fair when we turn the percent change into prices.
In [23]:
fig, ax = plt.subplots()
ax.scatter(true_p, pred_p, edgecolors=(0, 0, 0))
ax.plot([min(true), max(true)], [min(true), max(true)], 'k--', lw=3)
ax.set_xlabel('Actual')
ax.set_ylabel('Predicted');
In [28]:
df.set_index('date', inplace=True)
prices_to_be_multiplied = df.loc[pd.date_range(start="2017-01-23", end="2017-02-21"), "mkt_price"]
forecast_price_lst = []
for index, price in enumerate(prices_to_be_multiplied):
predicted_percent_change = 1+float(pred_p[index])
forecasted_price = (predicted_percent_change)*price
forecast_price_lst.append(forecasted_price)
ground_truth_prices = df.loc[pd.date_range(start="2017-01-24", end="2017-02-22"), "mkt_price"]
ground_truth_prices = list(ground_truth_prices)
r2_score(ground_truth_prices, forecast_price_lst)
Out[28]:
0.87042670228813868
We have an $R^2$ of 0.87!
This surpasses the baseline model and the nested TS model!
The caveats of the baseline model also apply here, however, it seems that the addition of additional variables have helped us slightly improve with regards to the $R^2$
In [29]:
plt.plot(forecast_price_lst)
plt.plot(ground_truth_prices)
plt.legend(["Prediction", 'Actual'], loc='upper left')
plt.xlabel("Prediction #")
plt.ylabel("Price")
plt.title("Nested TS - % Change Prediction");
Content source: igabr/Metis_Projects_Chicago_2017
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