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BDS non-linearity tests
| Variable | BDS statistic | Standard error | Probability |
|---|---|---|---|
| TA | 0.1272* | 0.0032 | 0.0000 |
| CCI | 0.1901* | 0.0046 | 0.0000 |
| INF | 0.1723* | 0.0031 | 0.0000 |
| IP | 0.1782* | 0.0026 | 0.0000 |
| WPU | 0.1525* | 0.0100 | 0.0000 |
*Denotes significance level at 0.01. The number of dimensions is 2
