|
| Max eigenvalue | 11.570 | 14.07 | 18.63 | No cointegration |
BCN | GOLD | Trace test | 8.712 | 15.41 | 20.04 | No cointegration |
Max eigenvalue | 8.622 | 14.07 | 18.63 | No cointegration | ||
BTC | USD | Trace test | 20.668 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 20.525 | 14.07 | 18.63 | Cointegration | ||
XRP | USD | Trace test | 16.059 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 15.818 | 14.07 | 18.63 | Cointegration | ||
LTC | USD | Trace test | 21.984 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 21.561 | 14.07 | 18.63 | Cointegration | ||
XLM | USD | Trace test | 15.052 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 15.050 | 14.07 | 18.63 | Cointegration | ||
XMR | USD | Trace test | 21.245 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 20.789 | 14.07 | 18.63 | Cointegration | ||
DAS | USD | Trace test | 28.137 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 26.304 | 14.07 | 18.63 | Cointegration | ||
BCN | USD | Trace test | 19.157 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 18.106 | 14.07 | 18.63 | Cointegration | ||
BTC | LIBOR | Trace test | 32.398 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 31.709 | 14.07 | 18.63 | Cointegration | ||
XRP | LIBOR | Trace test | 27.910 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 25.270 | 14.07 | 18.63 | Cointegration | ||
LTC | LIBOR | Trace test | 27.685 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 24.040 | 14.07 | 18.63 | Cointegration | ||
XLM | LIBOR | Trace test | 29.167 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 25.314 | 14.07 | 18.63 | Cointegration | ||
XMR | LIBOR | Trace test | 26.296 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 25.771 | 14.07 | 18.63 | Cointegration | ||
DAS | LIBOR | Trace test | 25.597 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 25.592 | 14.07 | 18.63 | Cointegration | ||
BCN | LIBOR | Trace test | 28.396 | 15.41 | 20.04 | Cointegration |
Max eigenvalue | 24.308 | 14.07 | 18.63 | Cointegration |