Return series | T | JB Test | SW Test | ||
Statistic | p-value | Statistic | p-value | ||
Bitcoin/USD Samsung BAAA | 10 | 0.929230 0.82967 0.977330 | 0.440400 0.3316 0.949300 | 0.664450 2.4888 0.079343 | 0.717300 0.288110 0.961100 |
Bitcoin/USD Samsung BAAA | 50 | 0.980940 0.938130 0.961520 | 0.592200 0.011370 0.102900 | 2.696200 8.773900 4.129600 | 0.259700 0.012440 0.126800 |
Bitcoin/USD Samsung BAAA | 100 | 0.974860 0.986490 0.985010 | 0.052570 0.404200 0.318100 | 4.416300 2.064000 1.306900 | 0.109900 0.356300 0.520200 |
Bitcoin/USD Samsung BAAA | 200 | 0.975730 0.949180 0.981290 | 0.001537 0.000006 0.009091 | 19.284000 76.894000 6.109000 | 0.000065 2.2e−16 0.047150 |
Bitcoin/USD Samsung BAAA | 500 | 0.845490 0.968300 0.993610 | 2.2e−16 6.38E−09 0.032920 | 13676.000000 203.200000 2.006400 | 2.2e−16 2.2e−16 0.366700 |
Bitcoin/USD Samsung BAAA | 1000 | 0.878840 0.982550 0.995000 | 2.2e−16 1.43e−09 0.002239 | 15801.000000 167.610000 4.142500 | 2.2e−16 2.2e−16 0.126000 |
Bitcoin/USD Samsung BAAA | 2000 | 0.901100 0.982020 0.996690 | 2.2e−16 3.53e−15 0.000255 | 12418.000000 368.600000 3.290100 | 2.2e−16 2.2e−16 0.193000 |
Bitcoin/USD Samsung BAAA | 2500 | 0.898260 0.984710 0.996930 | 2.2e−16 9.30e−16 0.000064 | 14444.000000 334.960000 1.609700 | 2.2e−16 2.20e−16 0.447100 |