Added some R code for elas anaysis

Bitcoin/Bitcoin_and_Oil.tex

@@ -40,6 +40,7 @@
 \input{./Sections/Mining_Structure.tex}
 \input{./Sections/Mining_Model.tex}
 \input{./Sections/Mining_elast.tex}
+\input{./Sections/Reg_elas.tex}
 \section{Theory}
 \section{History}
 %\subsection{Key Events}

Bitcoin/Hash/R-analysis.r

@@ -0,0 +1,30 @@
+library(tidyverse)
+library(lubridate)
+library(tidyquant)
+
+BTC  <- tq_get("BTC-USD")
+hash  <- read_csv("BCHAIN-HRATE.csv") %>% rename(date=Date,hash=Value)
+df  <- hash %>% inner_join(BTC)
+df$hash_dif  <- c(NA,diff(df$hash))
+df$hash_dif <- 	ifelse(df$hash_dif==0,0.0001,df$hash_dif)
+df  <- df %>% mutate(p_dif  = close-open)
+df$p  <- (df$close+df$open)/2
+df$p_dif  <- ifelse(df$p_dif==0,0.0001,df$p_dif)
+df$p_dif2  <- c(NA,diff(df$p))
+df$down  <- ifelse(0>df$p_dif2,1,0)
+#lag_dis  <- 30*12
+df  <- df %>% arrange(date)
+lag_dis  <- 90 
+df$pw  <- df$p-lag(df$p,lag_dis)
+df$pw <- ifelse(df$pw==0,0.0001,df$pw)
+df$down  <- ifelse(df$pw<0,1,0)
+df$hw  <- df$hash-lag(df$hash,lag_dis)
+df$hw <- ifelse(df$hw==0,0.0001,df$hw)
+
+model1  <- (lm(log(hw)~as.factor(year(date))+as.factor(month(date))+lag(log(hash),30)+log(pw),data=df))
+model1  <- (lm(log(hw)~as.factor(year(date))+as.factor(month(date))+log(pw),data=filter(df,year(df$date)>2012)))
+summary(model1)
+pacf(model1$resid)
+acf(model1$resid)
+plot(model1$resid)
+

Bitcoin/Sections/Reg_elas.tex

@@ -0,0 +1,11 @@
+%------------------------------------------------
+\begin{frame}{Elasticity Estimates}
+
+	Place Holder
+	\\
+	Regresion Equation
+	\\
+	Regresion Table
+
+\end{frame}
+