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Table 7 Impulse-Response Results VLM & SGSV

From: Forecasting cryptocurrency returns and volume using search engines

Step

Impulse: VLM

Response: VLM

Impulse: VLM

Response: SGSV

Impulse: SGSV

Response: VLM

Impulse: SGSV

Response: SGSV

IRF

Lower

Upper

IRF

Lower

Upper

IRD

Lower

Upper

IRD

Lower

Upper

0

1

1

1

0

0

0

0

0

0

1

1

1

1

0.385018

0.245108

0.524927

−0.000787

−0.005101

0.003527

1.93557

−2.60099

6.47212

−0.243688

−0.383577

− 0.103798

2

0.267912

0.137158

0.398667

−0.003683

−0.007723

0.000356

2.45401

−2.16335

7.07137

−0.022255

−0.162477

0.117967

3

0.140969

0.030192

0.251745

−0.000626

−0.001551

0.0003

0.604995

−0.602375

1.81237

0.016101

−0.055443

0.087645

4

0.077504

−0.018434

0.173442

−0.00062

−0.001458

0.000217

0.512991

−0.475151

1.50113

−0.011383

−0.030234

0.007469

5

0.044361

−0.022964

0.111685

−0.000363

−0.000755

0.000029

0.283911

−0.20506

0.772882

−0.001081

−0.008756

0.006594

6

0.024417

−0.022542

0.071376

−0.000174

−0.000442

0.000095

0.144572

−0.147791

0.436936

−0.000881

−0.006264

0.004503

7

0.013649

−0.017589

0.044888

−0.000106

−0.000283

0.00007

0.086011

−0.096901

0.268923

−0.000827

−0.002147

0.000493

8

0.00763

−0.012556

0.027817

−0.000058

−0.000173

0.000057

0.047117

−0.062703

0.156938

−0.000312

−0.001039

0.000414

9

0.004248

−0.008607

0.017103

−0.000032

−0.000108

0.000043

0.026158

−0.042693

0.09501

−0.000202

−0.00073

0.000326

10

0.002371

−0.005671

0.010413

−0.000018

−0.000066

0.00003

0.01471

−0.027655

0.057076

−0.000115

−0.000374

0.000144

11

0.001323

−0.003653

0.006299

−0.00001

−0.00004

0.00002

0.008172

−0.017942

0.034285

−0.000061

−0.000229

0.000107

12

0.000738

−0.002312

0.003787

−5.60E-06

−0.000024

0.000013

0.004561

−0.011446

0.020569

−0.000035

−0.000137

0.000067