Cryptocurrency

Lag

Test Stats

P-value

Bitcoin

10

257.1072**

0.0000

20

292.9360**

0.0000

30

340.7687**

0.0000

Litecoin

10

220.3011**

0.0000

20

247.6758**

0.0000

30

281.9466**

0.0000

Ripple

10

195.3764**

0.0000

20

221.2548**

0.0000

30

224.1679**

0.0000