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Table 4 Coefficients of the cointegration matrix (β) from error correction term

From: Bitcoin pricing: impact of attractiveness variables

Variableβ1β2
Coef.σt-valueCoef.σt-value
lnpricet-11.00
lnbtct-1−1.74***0.22−7.89−0.88***0.08−10.44
lncrasht-11.00
  1. Significance level: ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘’ 1