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Monday, 24 December 2012

Weekly network forecast 24th December 2012



0.Introduction
It could be suggested that the reward halving continues to produce a significant effect outside of the direct USDBTC comparison, and certainly that's what I intuit. I suspect only a doubling of the MTGOX US$BTC price or a halving of the network hashrate will bring the model on track, but time will tell.

1. Models and datasets:
The model datasets have been collected into one paste to save time. Model estimates have been likewise aggregated.


2. Results
Model.f1, the one week forecast, recovered to within the 95% confidence interval range for last weeks's forecast of this week. I think this shows the importance of including the network hashrate lag variables. As somewhat expected the Canary model is still modelling a hashrate much higher than the current network hashrate, which is outside the 95% confidence interval for that model for the third week in a row. 







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Thanks to the following for use of their data:
blockexplorer.com:  1Cvvr8AsCfbbVQ2xoWiFD1Gb2VRbGsEf28
molecular: 1MoLECHau3nb9zV78uKraNdcZsJ2REwxuL

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