LTC Volatility Analysis

Clear Environment

remove(list = ls())

Import Libraries

library(quantmod)
library(PerformanceAnalytics)
library(forecast)

Assign Proper Symbol

sym.vec <- c("LTC-USD")

Get Symbols from Quantmod

getSymbols(sym.vec,
           from = "2020-06-06",
           to = "2021-06-06")

## [1] "LTC-USD"

Plot graph to see if its ok

plot(`LTC-USD`)

Log Return of LTC

LTC.logret <- CalculateReturns(`LTC-USD`,method ="log")

Plot All

plot(LTC.logret)

Difference in Log Return

LTC.diflogret <- diff(LTC.logret)

Plot difference in Log Return

plot(LTC.diflogret)

LTC.rollmean <- rollmean(`LTC-USD`,12, align = "right")
plot(LTC.rollmean)

Convert to a time series

LTC.ts <- ts(`LTC-USD`)

Run autoarima on a single fit

arima_fit = auto.arima(LTC.ts[,5])

Forecast Arima for the next

arima_forecast = forecast(arima_fit, 30)
plot(arima_forecast)