Dimension

BDS Statistic

Std. Error

z-Statistic

Prob.

2

0.2418

0.0021

112.8542

0.0000

3

0.3653

0.0025

144.7492

0.0000

4

0.4276

0.0022

191.5881

0.0000

5

0.4582

0.0017

264.9954

0.0000

6

0.4725

0.0012

380.8791

0.0000