Dataset for Multivariate Bitcoin Price Forecasting.

<em>The dataset was collected for the period spanning between 01/07/2019 and 31/12/2022.The historical Twitter volume were retrieved using ‘‘Bitcoin’’ (case insensitive) as the keyword from bitinfocharts.com. Google search volume was retrieved using library Gtrends. 2000 tweets per day using 4 times interval were crawled by employing Twitter API with the keyword “Bitcoin. The daily closing prices of Bitcoin, oil price, gold price, and U.S stock market indexes (S&amp;P 500, NASDAQ, and Dow Jones Industrial Average) were collected using R libraries either Quantmod or Quandl. </em>