fastcpd (version 0.16.0)

bitcoin: Bitcoin Market Price (USD)

Description

The average USD market price across major bitcoin exchanges.

Usage

bitcoin

Format

A data frame with 1354 rows and 2 variables:

date

POSIXct,POSIXt (TZ: "UTC") from 2019-01-02 to 2023-10-28

price

The average USD market price across major bitcoin exchanges

Examples

# \donttest{
if (requireNamespace("ggplot2", quietly = TRUE)) {
  p <- ggplot2::ggplot(bitcoin, ggplot2::aes(x = date, y = price)) +
    ggplot2::geom_line()
  print(p)

  result <- suppressWarnings(fastcpd.garch(
    diff(log(bitcoin$price[600:900])), c(1, 1),
    beta = "BIC", cost_adjustment = "BIC"
  ))
  summary(result)
  bitcoin$date[result@cp_set + 600]
  plot(result)

  cp_dates <- bitcoin[600 + result@cp_set + 1, "date"]
  ggplot2::ggplot(
    data = data.frame(
      x = bitcoin$date[600:900], y = bitcoin$price[600:900]
    ),
    ggplot2::aes(x = x, y = y)
  ) +
    ggplot2::geom_line(color = "steelblue") +
    ggplot2::geom_vline(
      xintercept = cp_dates,
      color = "red",
      linetype = "dotted",
      linewidth = 0.5,
      alpha = 0.7
    ) +
    ggplot2::labs(
      x = "Year",
      y = "Bitcoin price in USD"
    ) +
    ggplot2::annotate(
      "text",
      x = cp_dates,
      y = 2000,
      label = as.character(cp_dates),
      color = "steelblue"
    ) +
    ggplot2::theme_bw()
}
# }