Table. 2 BDS nonlinearity test results.

From: Do business and consumer confidence in China respond to energy-related uncertainty? A quantile-based analysis

BDS statistics

Embedding dimension = m

Series

m = 2

m = 3

m = 4

m = 5

m = 6

EU

0.0274***

0.0499***

0.0662***

0.0734***

0.0744***

BC

0.1588***

0.2575***

0.3157***

0.3480***

0.3656***

CC

0.1764***

0.2898***

0.3645***

0.4123***

0.4422***

  1. ***indicate significance at 1% level.
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