|
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