VB Code to calculate the BDS statistic
Hi, does anyone have or know where I can get hold of vb code/algorithm to calculate the Brock, Dechert Scheinkman (BDS) Test to measure the independence of a series?
Matlab code (http://fmwww.bc.edu/repec/bocode/b/bdssig.m) and C++ code is available on the net but I use neither of these platforms (Im not a programmer!).
Thanks,
Lucas
# 2 Re: VB Code to calculate the BDS statistic
Hi,
I've come across that link before and whilst it mentions the BDS statistic it does have any vba code to calculate it! It does have some VBA stuff on the black scholes model, but that's it.
Lucas