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Table 16 F-test for the rest of coefficients of the Model 3B 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

21.0819

0.0000

2.7581

0.0968

55.8865

0.0000

42.3011

0.0000

33.3390

0.0000

ETH

56.5534

0.0000

6.1787

0.0004

0.5761

0.5625

10.1059

0.0001

34.9959

0.0000

USDT

113.5755

0.0000

8.9064

0.0002

24.5851

0.0000

19.0579

0.0000

2.2596

0.1328

XRP

31.1302

0.0000

13.5270

0.0002

1.8420

0.1747

0.2864

0.5925

12.1866

0.0005

LTC

8.2261

0.0000

4.4987

0.0040

0.5889

0.6225

0.3588

0.6987

1.7197

0.1803

BCH

65.5134

0.0000

46.8933

0.0000

61.3212

0.0000

12.4771

0.0000

17.7495

0.0000

ADA

1.0649

0.3456

0.7978

0.3718

0.1168

0.7325

2.7026

0.1002

0.3137

0.7309

BNB

101.7393

0.0000

14.6961

0.0000

1.6053

0.1874

12.5748

0.0000

8.3062

0.0003

  1. In bold the coefficients significant at 5% level