The Chaotic Attractor Analysis of DJIA Based on Manifold Embedding and Laplacian Eigenmaps

Table 2

BDS test for the RESID of MACD sequence with std.

Dimension	BDS statistic	Std. error	-statistic	Prob.
2	0.011587	0.002083	5.562627	0
3	0.0322	0.003313	9.719828	0
4	0.050152	0.003948	12.70234	0
5	0.061936	0.004119	15.03699	0
6	0.068312	0.003976	17.18115	0