Multi-model regression model
| Coin | Pre MAE | Pre MSE | Pre RMSE | Pre R2 | Post MAE | Post MSE | Post RMSE | Post R2 | Con MAE | Con MSE | Con RMSE | Con R2 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XRP | 0.02 | 0.001 | 0.035 | 0.991 | 0.007 | 0.000 | 0.010 | 0.999 | 1.035 | 8.828 | 2.971 | 1 |
| BNB | 0.252 | 0.151 | 0.388 | 0.997 | 3.267 | 20.167 | 4.491 | 0.998 | 0.198 | 0.381 | 0.617 | 1 |
| MONA | 0.069 | 0.014 | 0.119 | 0.995 | 0.006 | 0.000 | 0.011 | 0.999 | 0.001 | 0 | 0.003 | 1 |
| XLM | 0.008 | 0 | 0.015 | 0.987 | 0.002 | 0.000 | 0.003 | 0.999 | 0.002 | 0 | 0.004 | 0.99 |
| DASH | 7.662 | 198.404 | 14.086 | 0.995 | 1.173 | 3.345 | 1.829 | 0.999 | 0 | 0 | 0 | 1 |
| ETH | 7.223 | 181.374 | 13.468 | 0.997 | 24.651 | 1107.4 | 33.277 | 0.999 | 0.334 | 0.439 | 0.663 | 1 |
| XMR | 3.372 | 34.607 | 5.883 | 0.995 | 1.950 | 7.281 | 2.698 | 0.997 | 0.295 | 0.266 | 0.516 | 0.99 |
| FIL | 0.19 | 0.108 | 0.329 | 0.996 | 0.375 | 0.432 | 0.657 | 0.999 | 0 | 0 | 0.002 | 1 |
| LTC | 2.371 | 13.674 | 3.698 | 0.994 | 1.231 | 3.650 | 1.910 | 0.999 | 0.124 | 0.095 | 0.308 | 1 |
| DOGE | 0 | 0 | 0 | 0.991 | 0.001 | 0.000 | 0.002 | 0.999 | 0.067 | 0.041 | 0.203 | 1 |
| TRX | 0.001 | 0 | 0.003 | 0.978 | 0.001 | 0.000 | 0.001 | 0.996 | 0.005 | 0 | 0.012 | 1 |
| XEM | 0.013 | 0.001 | 0.029 | 0.987 | 0.001 | 0.000 | 0.002 | 0.999 | 0.425 | 0.626 | 0.791 | 1 |
| ZEC | 5.533 | 118.976 | 10.908 | 0.993 | 1.525 | 5.479 | 2.341 | 0.998 | 0.786 | 1.722 | 1.312 | 1 |
| MANA | 0.002 | 0 | 0.004 | 0.989 | 0.031 | 0.003 | 0.052 | 0.998 | 0.001 | 0 | 0.003 | 1 |
| ETC | 0.263 | 0.364 | 0.603 | 0.994 | 0.370 | 0.300 | 0.550 | 1.000 | 0.004 | 0 | 0.009 | 1 |
| Coin | Pre MAE | Pre MSE | Pre RMSE | Pre R2 | Post MAE | Post MSE | Post RMSE | Post R2 | Con MAE | Con MSE | Con RMSE | Con R2 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.02 | 0.001 | 0.035 | 0.991 | 0.007 | 0.000 | 0.010 | 0.999 | 1.035 | 8.828 | 2.971 | 1 | |
| 0.252 | 0.151 | 0.388 | 0.997 | 3.267 | 20.167 | 4.491 | 0.998 | 0.198 | 0.381 | 0.617 | 1 | |
| 0.069 | 0.014 | 0.119 | 0.995 | 0.006 | 0.000 | 0.011 | 0.999 | 0.001 | 0 | 0.003 | 1 | |
| 0.008 | 0 | 0.015 | 0.987 | 0.002 | 0.000 | 0.003 | 0.999 | 0.002 | 0 | 0.004 | 0.99 | |
| 7.662 | 198.404 | 14.086 | 0.995 | 1.173 | 3.345 | 1.829 | 0.999 | 0 | 0 | 0 | 1 | |
| 7.223 | 181.374 | 13.468 | 0.997 | 24.651 | 1107.4 | 33.277 | 0.999 | 0.334 | 0.439 | 0.663 | 1 | |
| 3.372 | 34.607 | 5.883 | 0.995 | 1.950 | 7.281 | 2.698 | 0.997 | 0.295 | 0.266 | 0.516 | 0.99 | |
| 0.19 | 0.108 | 0.329 | 0.996 | 0.375 | 0.432 | 0.657 | 0.999 | 0 | 0 | 0.002 | 1 | |
| 2.371 | 13.674 | 3.698 | 0.994 | 1.231 | 3.650 | 1.910 | 0.999 | 0.124 | 0.095 | 0.308 | 1 | |
| 0 | 0 | 0 | 0.991 | 0.001 | 0.000 | 0.002 | 0.999 | 0.067 | 0.041 | 0.203 | 1 | |
| 0.001 | 0 | 0.003 | 0.978 | 0.001 | 0.000 | 0.001 | 0.996 | 0.005 | 0 | 0.012 | 1 | |
| 0.013 | 0.001 | 0.029 | 0.987 | 0.001 | 0.000 | 0.002 | 0.999 | 0.425 | 0.626 | 0.791 | 1 | |
| 5.533 | 118.976 | 10.908 | 0.993 | 1.525 | 5.479 | 2.341 | 0.998 | 0.786 | 1.722 | 1.312 | 1 | |
| 0.002 | 0 | 0.004 | 0.989 | 0.031 | 0.003 | 0.052 | 0.998 | 0.001 | 0 | 0.003 | 1 | |
| 0.263 | 0.364 | 0.603 | 0.994 | 0.370 | 0.300 | 0.550 | 1.000 | 0.004 | 0 | 0.009 | 1 |
Note(s): Table showing multi-model regression model for all cryptocurrencies
Source(s): Table by authors
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