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ADF & PP Unit Root Testing.
| Variables | Augmented Dickey-Fuller | |
|---|---|---|
| Level (P-Value) | 1st Difference (P-Value) | |
| Stock | −19.8014(0.0000) | −37.1304(0.0000) |
| Gold | −73.3287(0.0001) | −36.5318(0.0000) |
| Bitcoin | −16.6171(0.0000) | −21.3302(0.0000) |
| Phillips-Perron | ||
|---|---|---|
| Level (P-Value) | 1st Difference (P-Value) | |
| Stock | −70.2611(0.0001) | −918.4026(0.0001) |
| Gold | −73.3257(0.0001) | −908.2437(0.0001) |
| Bitcoin | −41.5212(0.0000) | −465.2058(0.0001) |
