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Table 3 BDS test statistics

From: Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach

m Univariate Multivariate
NER OP PO RUB NG Model-1 Model-2 Model-3 Model-4
2 0.184 0.187 0.178 0.185 0.195 0.151 0.159 0.153 0.16
3 0.309 0.318 0.299 0.313 0.331 0.256 0.266 0.256 0.268
4 0.393 0.408 0.381 0.399 0.425 0.323 0.338 0.321 0.339
5 0.447 0.468 0.433 0.457 0.489 0.364 0.385 0.361 0.383
6 0.484 0.508 0.465 0.493 0.532 0.389 0.416 0.387 0.411
  1. Note: m represents embedding dimensional points