| 测试临界值 | 比特币t | 黄金t | 比特币p | 黄金p |
| ADF统计量 | −31.94658 | −25.09683 | 0 | 0 |
| 1% | −3.436913 | −3.43692 |
|
|
| 5% | −2.864326 | −2.864329 |
|
|
| 10% | −2.568306 | −2.568308 |
|
|