International records / OpenAlex research

Detection of Non-Linearity in the Time Series Using BDS Test

The need to determine the status of the series is a very important issue that must be addressed before embarking on the statistical analysis of such series; this paper therefore, examines the status of the commercial bank savings in Nigeria. From the analysis we discovered that at level the series was not stationary as shown in figure 1, however at the first difference (figure 2) the series was stationary, so also the unit root test applied shows that at level the series was not stationary (table 1) but at first difference it was stationary (table 2) and this actually paved way for the applica…