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

Table 3

BDS test for the RESID of MACD sequence with std.

Dimension	BDS statistic	Std. error	-statistic	Prob.
2	0.007182	0.001558	4.611332	0
3	0.013112	0.001428	9.18146	0
4	0.013243	0.000983	13.46789	0
5	0.01034	0.000593	17.42805	0
6	0.007488	0.000332	22.58516	0