Embedding dimension(m) | BDS statistics for the US and BRIC | ||||
BR | RS | IN | CH | US | |
2 | 0.0137*** | 0.0265*** | 0.0215*** | 0.0138*** | 0.0226*** |
3 | 0.0302*** | 0.0509*** | 0.0419*** | 0.0314*** | 0.0505*** |
4 | 0.0402*** | 0.0703*** | 0.0580*** | 0.0483*** | 0.0726*** |
5 | 0.0468*** | 0.0828*** | 0.0689*** | 0.0581*** | 0.0874*** |
6 | 0.0509*** | 0.0892*** | 0.0737*** | 0.0628*** | 0.0952*** |