Return series | T | Ljung-Box Test | LM Arch test | ||
X-squared | p-value | LM | p-value | ||
Bitcoin/USD Samsung BAAA | 10 | NA NA NA | NA NA NA | −0.540340 1.119700 1.087700 | 1.000000 0.290000 0.297000 |
Bitcoin/USD Samsung BAAA | 50 | 12.457000 11.675000 7.979800 | 0.255700 0.307400 0.630800 | 36.580000 36.247000 51.788000 | 1.456e−0.9 1.74e−09 6.18e−13 |
Bitcoin/USD Samsung BAAA | 100 | 14.610000 6.476300 2.849700 | 0.146900 0.773800 0.984700 | 88.882000 41.158000 71.572000 | 2.2e−16 1.40e−10 2.20e−16 |
Bitcoin/USD Samsung BAAA | 200 | 15.926000 17.779000 6.899300 | 0.101800 0.058810 0.734900 | 251.050000 317.430000 179.250000 | 2.2e−16 2.20e−16 2.20e−16 |
Bitcoin/USD Samsung BAAA | 500 | 25.154000 17.676000 7.464800 | 0.005061 0.060680 0.681000 | 770.750000 533.620000 274.910000 | 2.2e−16 2.20e−16 2.20e−16 |
Bitcoin/USD Samsung BAAA | 1000 | 27.394000 8.058600 7.756000 | 0.002255 0.623100 0.652700 | 9425.900000 1110.400000 592.650000 | 2.2e−16 2.20e−16 2.20e−16 |
Bitcoin/USD Samsung BAAA | 2000 | 18.570000 14.903000 11.891000 | 0.046070 0.135600 0.292400 | 11282.000000 2685.900000 969.900000 | 2.2e−16 2.20e−16 2.20e−16 |
Bitcoin/USD Samsung BAAA | 2500 | 23.879000 25.025000 16.916000 | 0.007929 0.005298 0.076250 | 12611.00000 3178.500000 1213.100000 | 2.2e−16 2.20e−16 2.20e−16 |