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Table 4 Granger Causality Test

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

  1. *, **, *** significant at 10%, 5% and 1% levels, respectively