Table 5 Non-linearity BDS test statistic.
BDS statistic | Dimen ii | Dimen iii | Dimen iv | Dimen v | Dimen vi |
|---|---|---|---|---|---|
LCO2 | 0.205*** | 0.349*** | 0.450*** | 0.521*** | 0.572*** |
LEG | 0.185*** | 0.185*** | 0.317*** | 0.413*** | 0.540*** |
LTON | 0.155*** | 0.259*** | 0.324*** | 0.352*** | 0.364*** |
ICT | 0.181*** | 0.295*** | 0.364*** | 0.402*** | 0.417*** |
LTIN | 0.005 | 0.056*** | 0.111*** | 0.164*** | 0.207*** |