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I'm statistically analyzing the bitcoin prices. We have the ability to analyze them based on hourly, daily, monthly etc. So based on the requirement it is possible to select the period. Consider if we are looking at all hourly prices or longer intervals (i.e. daily or weekly prices) What is the most suitable time interval to select ? (hourly or longer).
Also, please let me know whether the analysis should be done on the prices or on the relative returns or the log-returns? Please explain
Your question seems only tangentially about bitcoin. You're unlikely to get the quality of answer you want here; consider asking in https://stats.stackexchange.com/ or https://quant.stackexchange.com/
– Alistair Mann – 2019-02-09T13:59:58.530There's no "best interval", as per the Heisenberg Uncertainty Principle. – MCCCS – 2019-02-09T17:12:44.233