Table VII. ARCH test results of... | Emerald Publishing

Table VII.

ARCH test results of logarithmic yield of bitcoin and the blockchain index

Bitcoin	AC	PAC	Q-Stat	Prob	Blockchain index	AC	PAC	Q-Stat	Prob
1	0.029	0.029	1.112	0.292	1	0.102	0.102	13.917	0
2	−0.032	−0.033	2.4991	0.287	2	0.052	0.043	17.604	0
3	0.018	0.02	2.9548	0.399	3	0.08	0.072	26.233	0
4	0.062	0.059	8.0386	0.09	4	0.008	−0.009	26.314	0
5	−0.036	−0.039	9.8004	0.081	5	0.008	0.001	26.396	0
6	−0.013	−0.007	10.015	0.124	6	0.024	0.018	27.184	0
7	−0.022	−0.026	10.677	0.153	7	0.03	0.026	28.372	0
8	−0.013	−0.015	10.907	0.207	8	0.054	0.047	32.272	0
9	0.003	0.007	10.918	0.281	9	−0.034	−0.05	33.857	0
10	0.009	0.009	11.028	0.355	10	−0.059	−0.06	38.471	0
11	−0.032	−0.029	12.372	0.336	11	0.078	0.088	46.736	0
12	0.003	0.005	12.381	0.416	12	−0.01	−0.015	46.864	0

Bitcoin	AC	PAC	Q-Stat	Prob	Blockchain index	AC	PAC	Q-Stat	Prob
1	0.029	0.029	1.112	0.292	1	0.102	0.102	13.917	0
2	−0.032	−0.033	2.4991	0.287	2	0.052	0.043	17.604	0
3	0.018	0.02	2.9548	0.399	3	0.08	0.072	26.233	0
4	0.062	0.059	8.0386	0.09	4	0.008	−0.009	26.314	0
5	−0.036	−0.039	9.8004	0.081	5	0.008	0.001	26.396	0
6	−0.013	−0.007	10.015	0.124	6	0.024	0.018	27.184	0
7	−0.022	−0.026	10.677	0.153	7	0.03	0.026	28.372	0
8	−0.013	−0.015	10.907	0.207	8	0.054	0.047	32.272	0
9	0.003	0.007	10.918	0.281	9	−0.034	−0.05	33.857	0
10	0.009	0.009	11.028	0.355	10	−0.059	−0.06	38.471	0
11	−0.032	−0.029	12.372	0.336	11	0.078	0.088	46.736	0
12	0.003	0.005	12.381	0.416	12	−0.01	−0.015	46.864	0