Table 6 VEC Residual Serial Correlation LM Tests.

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

Lag

LRE* stat

Prob.

Rao F-stat

Prob.

1

15.5321

0.4861

0.9710

0.4861

2

21.3306

0.1662

1.3348

0.1662

3

21.2308

0.1698

1.3285

0.1698

4

16.8690

0.3941

1.0548

0.3941

5

18.2313

0.3105

1.1403

0.3105

6

15.3811

0.4969

0.9615

0.4969

7

22.0746

0.1408

1.3815

0.1408

Back to article page