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