The detailed VAR model analysis provides insights into the relationship between gas base fee and blob gas base fee within the network pricing mechanism. The ADF test results confirm the stationarity of both time series, with significant test statistics indicating their suitability for econometric modeling. The regression output includes various model diagnostics, such as the number of equations, observations, log likelihood, and information criteria, which are essential in assessing the model fit and understanding the interaction between the two fees.
The ADF test results confirm that both the gas base fee and blob gas base fee time series are stationary, with test statistics of -6.3719 and -10.5237.
The VAR model estimation reveals detailed regression output for gas base fees and blob gas base fees, offering key insights into their dynamics and statistical relationships.
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