Return series | T | Augmented Dickey-Fuller (ADF) | Phillips Perron (PP) | ||
Dickey-Fuller | p-value | Dickey-Fuller z(alpha) | p-value | ||
Bitcoin/USD Samsung BAAA | 10 | −0.456590 −16.861000 −1.030300 | 0.976900 0.010000 0.916100 | −10.171000 −9.277700 −12.810000 | 0.463800 0.523600 0.286900 |
Bitcoin/USD Samsung BAAA | 50 | −3.845900 −5.175500 −4.020700 | 0.023310 0.010000 0.015880 | −52.295000 −44.638000 −50.718000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 100 | −3.975300 −5.723300 −5.241600 | 0.013230 0.010000 0.010000 | −122.870000 −96.480000 −99.439000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 200 | −4.649200 −6.069000 −6.933400 | 0.010000 0.010000 0.010000 | −243.790000 −182.670000 −191.640000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 500 | −7.678900 −7.540800 −8.091400 | 0.010000 0.010000 0.010000 | −592.950000 −518.880000 −466.430000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 1000 | −8.778900 −10.385000 −10.915000 | 0.010000 0.010000 0.010000 | −1191.00000 −998.490000 −916.760000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 2000 | −11.670000 −13.188000 −13.051000 | 0.010000 0.010000 0.010000 | −2188.30000 −1811.60000 −1920.00000 | 0.010000 0.010000 0.010000 |
Bitcoin/USD Samsung BAAA | 2500 | −12.858000 −14.476000 −13.590000 | 0.010000 0.100000 0.010000 | −2673.00000 −2231.60000 −2393.50000 | 0.010000 0.010000 0.010000 |