Seasonality Trends

In R, Prophet was used to create an additive regression model to forecast 365 days past the end of the modeled time series

Seasonality data was analyzed using the prophet_plot_components() function

Datasets

SPY (S&P 500 ETF) 5 years

Bitcoin (BTC) 5 years

United States Dollar (USD) 5 years

Overview of Analysis in
Prophet

Results

Graphical visualizations show the discrepancies in seasonality between USD, Bitcoin, and the S&P 500. The graphs identify unique differences between all of the assets listed above, with USD and the S&P being much more similar. This could be due to differences between regulated and deregulated asset classes.