Chaotic Dynamics Analysis Based on Financial Time Series

Table 2

Chaos test results for the agriculture indexes returns.

	(L, m, q)	λ	value	Accepted hypothesis
Raw data	(4, 6, 4)	−0.4649	1.575e − 88	H1
D1	(1, 5, 2)	−0.1264	9.7346e − 19	H1
D2	(1, 2, 1)	0.0213	1	Can not reject H0
D3	(1, 6, 3)	−0.0326	0.0523	Can not reject H0
D4	(1, 6, 1)	−0.0046	0.4028	Can not reject H0
D5	(1, 6, 5)	0.0025	0.5334	Can not reject H0
D6	(1, 6, 1)	0.0199	0.7369	Can not reject H0
A6	(3, 5, 1)	0.4725	1	Can not reject H0