From: Forecasting cryptocurrency returns and volume using search engines
Null Hypothesis | P-value | Results |
---|---|---|
Return does not show Granger causality with SGSV | 0.216 | Fail to reject null hypothesis |
SGSV does not show Granger causality with Return | 0.001*** | Reject null hypothesis |
Volume does not show Granger causality with SGSV | 0.509 | Fail to reject null hypothesis |
SGSV does not show Granger causality with Volume | 0.117 | Fail to reject null hypothesis |