Table 4 Unit Root test.

From: Exploring the herding behavior of investors in the Non-fungible Tokens (NFTs) and cryptocurrency markets

 

Level

First difference

 
 

ADF Test

Prob

ADF Test

Prob

 

LN_BTC_

-2.1830

0.2128

-32.6943

0.0000

***

LN_ETH_

-2.5508

0.1038

-33.3608

0.0000

***

LN_BUYER_

-1.4379

0.5648

-19.1070

0.0000

***

LN_SELLER

-0.9941

0.7571

-18.2565

0.0000

***

LN_SALES

-1.6672

0.4477

-18.3620

0.0000

***

  1. ***p-value < 0.01.
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