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