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

From: Bitcoin pricing: impact of attractiveness variables

Variable

β1

β2

Coef.

σ

t-value

Coef.

σ

t-value

lnpricet-1

1.00

lnbtct-1

−1.74***

0.22

−7.89

−0.88***

0.08

−10.44

lncrasht-1

1.00

  1. Significance level: ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘’ 1