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Table 3 Johansen Cointegration test with maximum eigenvalue form

From: Bitcoin pricing: impact of attractiveness variables

Cointegration rank

Test

Critical values

10%

5%

1%

r = 0

79.92***

18.90

21.07

25.75

r < = 1

27.96***

12.91

14.90

19.19

r < = 2

1.29

6.50

8.18

11.65

  1. Significance level: ‘***’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘’ 1