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Table 1 Augmented Dickey-Fuller test applied to variable of the analysis

From: Bitcoin pricing: impact of attractiveness variables

Variable

T test

P-value

lnprice

− 2.29

0.45

lncrash

−1.70

0.70

lnbtc

−1.61

0.74

crisis

−5.48

< 0.01

Δ lnprice

−5.11

< 0.01

Δ lncrash

−7.86

< 0.01

Δ lnbtc

−6.34

< 0.01