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72 lines
561 B
Plaintext
Vendored
72 lines
561 B
Plaintext
Vendored
crypto
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load ${crypto=eth}
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qa
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# summary
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summary
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# normality
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normality
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# unitroot
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unitroot
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unitroot -r ct -k ct
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# line
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line
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line --log
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line --ml 2022-01-01 --ms 2022-06-06
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# hist
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hist
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hist -b 20
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# cdf
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cdf
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# bw
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bw
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bw -y
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# acf
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acf
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acf -l 20
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# qqplot
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qqplot
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# rolling
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rolling
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rolling -w 20
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# spread
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spread
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spread --window 20
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# qauntile
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quantile
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quantile -w 20 -q .1
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# skew
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skew
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skew -w 20
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# kurtosis
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kurtosis
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kurtosis -w 20
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# raw
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raw
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raw -l 3
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raw --sortby adjclose --reverse
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# decompose
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decompose
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decompose -m
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# cusum
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cusum
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cusum -t 120 -d 60
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exit
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