BDS test results
| Regression model | 2 | 3 | 4 | 5 | 6 |
|---|---|---|---|---|---|
| oprit = f (cons, geput) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Δoprit = f (cons, Δgeput) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| oprit = f (cons, byiet) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Δoprit = f (cons, Δbyiet) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Regression model | 2 | 3 | 4 | 5 | 6 |
|---|---|---|---|---|---|
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| Δ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| Δ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Notes:
The distance value of the test is 0.7. For the details of the BDS test, please see Brock et al. (1996)
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