Table 6. BDS test for nonlinearity... | Emerald Publishing

Table 6.

BDS test for nonlinearity

	Dimension
Variables	m = 2	m = 3	m = 4	m = 5	m = 6
RGEP	0.004 (0.318)	0.010 (0.120)	0.017 (0.032)	0.015 (0.070)	0.016 (0.043)
RGCP	0.003 (0.478)	0.008 (0.199)	0.014 (0.068)	0.012 (0.136)	0.013 (0.087)
RGIMP	0.000 (0.847)	0.006 (0.356)	0.011 (0.153)	0.008 (0.314)	0.009 (0.243)

	Dimension
Variables	m = 2	m = 3	m = 4	m = 5	m = 6
RGEP	0.004 (0.318)	0.010 (0.120)	0.017 (0.032)	0.015 (0.070)	0.016 (0.043)
RGCP	0.003 (0.478)	0.008 (0.199)	0.014 (0.068)	0.012 (0.136)	0.013 (0.087)
RGIMP	0.000 (0.847)	0.006 (0.356)	0.011 (0.153)	0.008 (0.314)	0.009 (0.243)

Note:

p-Values are presented in the parentheses

Source: Authors’ own work