From: Forecasting cryptocurrency returns and volume using search engines
 | Null hypothesis | Trace statistics | 5% critical value | Results |
---|---|---|---|---|
LOG-RETURN | There is no co-integration between log-return and SGSV | 184.8989 | 15.41 | Fail to reject |
VLM | There is no co-integration between volume and SGSV | 163.4388 | 15.41 | Fail to reject |