Model | F-Stat. | 10% | 5% | 1% | |||
I(0) | I(1) | I(0) | I(1) | I(0) | I(1) | ||
SM = f(RPL, EXR) | 211.24*** | 2.838 | 3.898 | 3.408 | 4.55 | 4.725 | 6.08 |
SM = f(ETH, EXR) | 202.33*** | ||||||
SM = f(BIT, EXR) | 244.17*** | ||||||
SM = f(CRY, EXR) | 876.00*** |