Table 15 F-test for the rest of coefficients of the Model 3A with absolute value of the Spread as independent variable
From: Impact of COVID-19 effective reproductive rate on cryptocurrency
Autoregresive | DJI | Gold | EUR | VIX | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
Crypto | F-AR | p-value | FDJI-AR | p-value | FGOLD-AR | p-value | FEUR-AR | p-value | FVIX-AR | p-value |
BTC | 81.5360 | 0.0000 | 5.9144 | 0.0006 | 76.7540 | 0.0000 | 60.7611 | 0.0000 | 23.3762 | 0.0000 |
ETH | 77.6548 | 0.0000 | 57.6839 | 0.0000 | 4.8288 | 0.0026 | 21.1146 | 0.0000 | 23.1830 | 0.0000 |
USDT | 3766.4130 | 0.0000 | 10.1621 | 0.0000 | 40.9958 | 0.0000 | 0.2847 | 0.5936 | 2.3916 | 0.1220 |
XRP | 90.5673 | 0.0000 | 15.6336 | 0.0001 | 6.0122 | 0.0005 | 0.4925 | 0.4828 | 3.1762 | 0.0240 |
LTC | 2.6966 | 0.1006 | 1.5421 | 0.2150 | 0.0186 | 0.9816 | 3.0055 | 0.0301 | 0.1602 | 0.8520 |
BCH | 78.2891 | 0.0000 | 2.2588 | 0.1056 | 45.5726 | 0.0000 | 35.7814 | 0.0000 | 8.5544 | 0.0000 |
ADA | 5.5222 | 0.0002 | 1.4588 | 0.2336 | 0.2171 | 0.8050 | 1.7103 | 0.1910 | 0.3235 | 0.7238 |
BNB | 120.3930 | 0.0000 | 8.8204 | 0.0000 | 3.3792 | 0.0183 | 6.5725 | 0.0002 | 1.4742 | 0.2247 |