bdstest |

Perform BDS test for independence.

The BDS test is a Portmanteau test for time-based dependence in a series. The test may be used for testing against a variety of possible deviations from independence, including linear dependence, non-linear dependence, or chaos.

Syntax

series_name.bds(options)

Options

m=arg (default=“p”) | Method for calculating : “p” (fraction of pairs), “v” (fixed value), “s” (standard deviations), “r” (fraction of range). |

e=number | Value for calculating . |

d=integer | Maximum dimension. |

b=integer | Number of repetitions for bootstrap p-values. If option is omitted, no bootstrapping is performed. |

o=arg | Name of output vector for final BDS z-statistics. |

prompt | Force the dialog to appear from within a program. |

p | Print output. |

Cross-references

See “BDS Independence Test” for additional discussion.