Bitcoin | Ethereum | Binance | XRP | Ethereum classic | Litecoin | |
---|---|---|---|---|---|---|
Mean | 0.00025 | 0.00036 | 0.00121 | 0.00014 | 0.0002 | − 0.00003 |
Max | 0.09777 | 0.10195 | 0.22984 | 0.26357 | 0.15308 | 0.16908 |
Min | − 0.20183 | − 0.23918 | − 0.23586 | − 0.23908 | − 0.21992 | − 0.19503 |
Std. Dev | 0.01778 | 0.02255 | 0.02596 | 0.02798 | 0.02792 | 0.02431 |
Skewness | − 0.80762 | − 0.91065 | 0.38542 | 0.83215 | − 0.10954 | − 0.13829 |
Kurtosis | 14.71101 | 12.50943 | 17.42898 | 19.39155 | 10.67991 | 11.52421 |
J-B | 10,330.3*** | 6929.41*** | 15,433.04*** | 20,064.89*** | 4363.22*** | 5376.59*** |
ADF | − 43.450*** | − 28.412*** | − 27.64*** | − 41.831*** | − 42.879*** | − 43.357*** |
Q(10) | 18.6755** | 26.1702*** | 41.3476*** | 20.4137** | 16.0249* | 18.0468** |
Q2(10) | 46.0623* | 52.262*** | 308.931*** | 191.534*** | 194.006*** | 143.824*** |
Variance-ratio test | 0.19435 | 0.58274 | 0.70095 | 0.87198 | 0.40564 | 0.36437 |
R/S test | 1.44376 | 1.50027 | 1.24291 | 1.26962 | 1.26338 | 1.21698 |
Runs test | 2.37565** | 2.80597*** | 3.2156*** | 4.20952*** | 3.61372*** | 2.61404*** |
BDS test | ||||||
Dimension | ||||||
2 | 5.0270*** | 3.9657*** | 10.1987*** | 10.9165*** | 8.5719*** | 5.6492*** |
3 | 6.6425*** | 5.7120*** | 12.7241*** | 12.6963*** | 11.3498*** | 7.3051*** |
4 | 7.5004*** | 6.7478*** | 14.1455*** | 13.8784*** | 12.7082*** | 8.1639*** |
5 | 8.6387*** | 7.4868*** | 15.4217*** | 15.4535*** | 13.5220*** | 9.1827*** |
6 | 9.5135*** | 8.3270*** | 16.5656*** | 16.6495*** | 14.2998*** | 9.8311*** |