| Test statistic | Break dates |
---|
BTC | − 19.981a | 12/03/2020 23:00 |
ETH | − 23.479a | 12/03/2020 10:00 |
LTC | − 19.850a | 13/03/2020 01:00 |
- This test is applied on full sample (03/10/2018 to 01/04/2020). Break Selection: Minimize Dickey–Fuller t-statistic
- aIndicate the statistical significance at 1%, 5% and 10% respectively