Dimension

BDS Statistic

Std.Error

z-Statistic

Prob.

2

0.047739

0.010722

4.452420

0.0000

3

0.061689

0.017262

3.573607

0.0004

4

0.059362

0.020827

2.850317

0.0044

5

0.047317

0.021996

2.151191

0.0315

6

0.037657

0.021497

1.751747

0.0798

Raw epsilon

0.020928

Pairs within epsilon

2635.000

V-Statistic

0.708143

Triples within epsilon

123249.0

V-Statistic

0.542993

Dimension

C(m,n)

c(m,n)

C(1,n-(m-1))

c(1,n-(m-1)

c(1,n(m-1))

2

949.0000

0.536158

1237.000

0.698870

0.488419

3

687.0000

0.401520

1194.000

0.697838

0.339831

4

480.0000

0.290381

1146.000

0.693285

0.231019

5

326.0000

0.204261

1102.000

0.690476

0.156944

6

219.0000

0.142208

1057.000

0.686364

0.104550