Table 3 Descriptive statistics of the BTC original dataset
From: Fundamental and speculative components of the cryptocurrency pricing dynamics
Statistic | Mean | SD | Min | Max | Skew | Kurt | ADF | KPSS | J-B |
|---|---|---|---|---|---|---|---|---|---|
AdrActCnt (counts) | 758k | 202k | 317k | 1367k | 0.44 | − 0.55 | 0.09 | ≤ 0.01 | ≤ 0.001 |
FeeMeanUSD (USD) | 3.64 | 6.81 | 0.07 | 60.95 | 3.90 | 19.31 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |
HashRate | 64.3M | 58.1M | 0.7M | 216.9M | 0.49 | − 1.12 | 0.96 | ≤ 0.01 | ≤ 0.001 |
IssContPctAnn (%) | 3.80 | 1.93 | 0.71 | 12.02 | 1.48 | 2.73 | 0.04 | ≤ 0.01 | ≤ 0.001 |
NVTAdj | 65.86 | 32.23 | 15.22 | 252.90 | 1.27 | 2.01 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |
SP (log-returns) | 1.0e−5 | 0.01 | − 0.06 | 0.05 | − 0.61 | 12.90 | ≤ 0.01 | ≥ 0.10 | ≤ 0.001 |
USDEUR (log-returns) | 2.0e−5 | 1.4e−4 | − 1.6e−3 | 1.7e−3 | 0.09 | 19.36 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |
VIX (level) | 17.96 | 8.11 | 9.14 | 82.69 | 2.73 | 12.09 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |
VolumeExch (USD) | 17.7B | 20.8B | 28.5M | 3.5e11 | 2.97 | 30.44 | 0.02 | ≤ 0.01 | ≤ 0.001 |
ExchangeRatio | 5.50 | 6.32 | 0.14 | 52.02 | 2.13 | 6.02 | 0.25 | ≤ 0.01 | ≤ 0.001 |
GoogleTrendsCrypto | 0.90 | 1.11 | 0.01 | 8.41 | 2.16 | 4.95 | 0.03 | ≤ 0.01 | ≤ 0.001 |
GoogleTrends | 0.81 | 0.80 | 0.13 | 11.48 | 5.44 | 50.97 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |
Wiki (counts) | 17.4k | 23.4k | 3.8k | 344.7k | 6.43 | 58.61 | ≤ 0.01 | ≤ 0.01 | ≤ 0.001 |