Object Reference : Object View and Procedure Reference : Series
  
 
bdstest
Perform BDS test for independence.
The BDS test is a Portmanteau test for time-based dependence in a series. The test may be used for testing against a variety of possible deviations from independence, including linear dependence, non-linear dependence, or chaos.
Syntax
series_name.bds(options)
Options
 
m=arg (default=“p”)
Method for calculating : “p” (fraction of pairs), “v” (fixed value), “s” (standard deviations), “r” (fraction of range).
e=number
Value for calculating .
d=integer
Maximum dimension.
b=integer
Number of repetitions for bootstrap p-values. If option is omitted, no bootstrapping is performed.
o=arg
Name of output vector for final BDS z-statistics.
prompt
Force the dialog to appear from within a program.
p
Print output.
Cross-references
See “BDS Independence Test” for additional discussion.