Variable | PP | PP | ADF | ADF |
Level | First Diff | Level | First Diff | |
SM | −0.413 | −9.647*** | −0.649 | −9.027*** |
(0.900) | (0.000) | (0.852) | (0.000) | |
RPL | −2.011 | −8.982*** | −2.036 | −8.987*** |
(0.282) | (0.000) | (0.271) | (0.000) | |
BTC | −1.622 | −6.976*** | −1.643 | −6.933*** |
(0.466) | (0.000) | (0.454) | (0.000) | |
ETH | −1.522 | −7.015*** | −1.432 | −6.896*** |
(0.517) | (0.000) | (0.562) | (0.000) | |
EXR | −1.992 | −4.757*** | −2.932** | −5.574*** |
(0.289) | (0.000) | (0.047) | (0.000) | |
CRYP | −1.119 | −8.911*** | −1.236 | −8.792*** |
(0.704) | (0.000) | (0.654) | (0.000) |