Table 1. Stationarity and unit-root tests.

	KPSS	p-value	ADF	p-value
BitCoin price (daily)	5.2057	< 0.01	−0.3688	> 0.1
– log-price	6.6673	< 0.01	−0.3087	> 0.1
– difference	0.0851	> 0.1	−5.3665	< 0.01
– log-difference	0.1925	> 0.1	−4.6020	< 0.01
BitCoin price (weekly)	1.1203	< 0.01	−1.5897	> 0.1
– log-price	1.3995	< 0.01	0.3799	> 0.1
– difference	0.2127	> 0.1	−3.0070	0.0343
– log-difference	0.1694	> 0.1	−3.0938	0.0270
Google Trends frequency	0.5534	0.0370	−3.5270	< 0.01
– log	0.6942	0.0160	−1.7900	> 0.1
– difference	0.0303	> 0.1	−8.3641	< 0.01
– log-difference	0.0659	> 0.1	−3.6030	< 0.01
Wikipedia frequency	5.2057	< 0.01	−0.3688	> 0.1
– log	6.6673	< 0.01	−0.3087	> 0.1
– difference	0.0851	> 0.1	−5.3665	< 0.01
– log-difference	0.1925	> 0.1	−4.6020	< 0.01