1 min readJan 13, 2020
Furthermore a conduct Augmented Dickey-Fuller (ADF) test on the log of prices of BTC and the null hypothesis was rejected (with p=0.004) when I used a Autocorrelation plus drift (ARD) model. This means THERE IS probably an ARD process in the data. Notice an ARD process of log prices would produce a linear trend in a log log graph of price and time.