Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network

Table 7

BDS test results on the series of AR(0) residuals.

	Fraction of pairs		sd
	BDS statistic	-statistic [ value]	BDS statistic	-statistic [ value]
2	0.010940	3.729713 [0.0000]	0.007757	3.545123 [0.0000]
3	0.028568	6.150556 [0.0000]	0.013889	6.456223 [0.0000]
4	0.044991	8.162869 [0.0000]	0.014137	8.905923 [0.0000]
5	0.055748	9.738419 [0.0000]	0.011450	11.16068 [0.0000]
6	0.062941	11.44079 [0.0000]	0.008584	13.98217 [0.0000]
7	0.066187	13.17452 [0.0000]	0.006155	17.62420 [0.0000]
8	0.066580	15.04687 [0.0000]	0.004189	21.85108 [0.0000]
9	0.065576	17.28602 [0.0000]	0.002799	27.30739 [0.0000]
10	0.062153	19.51334 [0.0000]	0.001781	33.16601 [0.0000]

The BDS statistic was computed by two methods, with .