This exploration data analysis focused on the past 18 months of ETH closing prices. The goal of the exploration is to find paticular patterns and properties of Etherem. The time-series model is aimed to achieve stationarity and could provide prediction power for future references. The input used in building the model is log-return of Etherem.

The RMD file shows relevant packages and ARMA / GARCH model we used in the analysis. The full report with ACF/PACF graph, Goodness-of-Fit test, Garch Model Test and return predictions are shown in the HTML file.