Table 7 F-test for the rest of coefficients of the Model 1A
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 | 1.5725 | 0.2098 | 2.8623 | 0.0581 | 3.5635 | 0.0291 | 3.3235 | 0.0196 | 4.1495 | 0.0164 |
ETH | 0.8150 | 0.3667 | 7.1877 | 0.0073 | 0.0004 | 0.9843 | 3.9416 | 0.0201 | 0.1032 | 0.7480 |
USDT | 35.6107 | 0.0000 | 31.3590 | 0.0000 | 15.6881 | 0.0001 | 17.9479 | 0.0000 | 3.6376 | 0.0565 |
XRP | 4.5351 | 0.0332 | 8.8316 | 0.0000 | 0.1558 | 0.6930 | 0.2717 | 0.6022 | 9.7421 | 0.0000 |
LTC | 1.3763 | 0.2407 | 1.5569 | 0.2121 | 2.4810 | 0.0604 | 5.9300 | 0.0029 | 1.5409 | 0.2153 |
BCH | 0.4317 | 0.7857 | 3.5909 | 0.0283 | 5.6153 | 0.0039 | 3.1829 | 0.0744 | 2.3882 | 0.0929 |
ADA | 0.0413 | 0.8389 | 1.2870 | 0.2771 | 0.1710 | 0.6793 | 1.8571 | 0.1573 | 0.3653 | 0.6942 |
BNB | 0.1992 | 0.6554 | 1.9372 | 0.1640 | 0.0288 | 0.8652 | 6.3683 | 0.0019 | 1.7104 | 0.1819 |