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