Time Series Analysis and Prediction on Bitcoin

Bitcoin is the most famous digital currency in world and has become an investment asset. Prediction one of important matters market. In economic field, there are different studies on reasons for price change how to predict trend or Therefore, Bitcoin, predicting can effectively help investors. Data from www. Coingecko, bitcoin sorted according time sequence. Using series model, a specific period which 28 April 2013 22 August 2022 calculated future price. preprocessing includes attributes removal, stationary test, differencing. ARIMA method that produce high accuracy short-term prediction adopted. Use test AIC Check residuals select best model among candidate models. The results testing show (5,1,2) smallest all models, residual check also four periods.