Identificação do Movimento Linear da Série Temporal do Volume Mensal de Transações da Criptomoeda Ethereum por meio do Modelo SARIMA

Richard de Freitas Pinto; Viviane Leite Dias Mattos; Luiz Ricardo Nakamura

doi:10.14295/vetor.v33i1.15162

Authors

Richard de Freitas Pinto Universidade Federal do Rio Grande
Viviane Leite Dias Mattos Universidade Federal do Rio Grande
Luiz Ricardo Nakamura Universidade Federal de Lavras https://orcid.org/0000-0002-7312-2717

DOI:

https://doi.org/10.14295/vetor.v33i1.15162

Keywords:

Time Series, Ethereum, SARIMA

Abstract

This work presents the modeling of the monthly volume of transactions of the Ethereum cryptocurrency through the Box-Jenkins methodology, involving the steps: exploratory analysis, identification, guarantee and validation, some of which performed using different techniques. The model found by the SARIMA modeling (Integrated autoregressive model of seasonal moving averages) was able to demonstrate the linear behavior of the data in a satisfactory way, but it was not enough to describe the behavior of the series, composed of linear and non-linear movement, being better represented by a hybrid model.

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