Stat.

BTC

ETH

XRP

LTC

XMR

XLM

DASH

USTD

Obs.

1858

1858

1858

1858

1858

1858

1858

1858

Min

−0.2251

−0.4102

−1.0274

−0.5103

−0.5846

−0.7231

−0.4377

−0.0572

Max

0.4647

0.5507

0.6163

0.4490

0.4942

0.4099

0.4593

0.0492

Mean

−0.0197

−0.0033

−0.0018

−0.0014

−0.0026

−0.0019

−0.0017

0.0000

Std.Dev

0.0398

0.0628

0.0662

0.0550

0.0639

0.0735

0.0577

0.0062s

Skew

0.9545

−0.0725

−2.9354

−0.7616

−0.6839

−1.9885

−0.6287

−0.2846

Kurt.

13.8551

7.9767

45.7677

13.0484

9.7859

18.6155

8.8248

16.3052

JB

15,183.00

4942.10

165,208.00

13,396.00

7579.80

28,121.00

6169.00

20,660.00

ADF

−11.474*

−10.896*

−10.604*

−11.732*

−11.148*

−10.552*

−10.689*

−14.547*

Q(5)

3.9460

7.7223

35.873

5.8803

17.31

17.831

10.465

248.71

p-value

(0.5572)

(0.1722)

(0.0000)

(0.3180)

(0.0039)

(0.0032)

(0.0631)

(0.0000)

Q²(5)

37.428*

169.730*

236.510*

74.070*

88.279*

478.840*

69.495*

344.870*

Q(10)

16.262

9.542

55.307

22.717

39.446

29.572

18.686

253.800

p-value

(0.0924)

(0.4816)

(0.0000)

(0.0118)

(0.0000)

(0.0010)

(0.0444)

(0.0000)

Q²(10)

63.62*

203.93*

269.56*

114.10*

190.46*

488.06*

112.89*

396.68*

LM(5)

31.424*

121.37*

174.76*

61.27*

74.34*

325.03*

54.04*

327.29*

LM(10)

49.982*

132.00*

194.42*

87.308*

141.63*

329.20*

81.378*

344.88*