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Results of BDS test for the residuals of seasonal ARIMA model
| Epsilon | Dimension | Statistic | p-value |
|---|---|---|---|
| 1.838 | 2 | 2.751 | 0.006 |
| 1.838 | 3 | 3.532 | 0.000 |
| 1.838 | 4 | 2.997 | 0.002 |
| 3.677 | 2 | 2.241 | 0.025 |
| 3.677 | 3 | 2.603 | 0.009 |
| 3.677 | 4 | 2.524 | 0.012 |
| 5.515 | 2 | 2.371 | 0.018 |
| 5.515 | 3 | 2.452 | 0.014 |
| 5.515 | 4 | 2.317 | 0.021 |
| 7.354 | 2 | 2.624 | 0.009 |
| 7.354 | 3 | 2.572 | 0.010 |
| 7.354 | 4 | 2.472 | 0.013 |
