The BDS test is a portmanteau test for time based dependence in a series. It can be used for testing against a variety of possible deviations from independence including linear depen-dence, non-linear dependence, or chaos.The test can be applied to a series of estimated residuals to check whether the residuals are independent and identically distributed (iid). For example, the residuals from an ARMA model can be tested to see if there is any non-linear dependence in the series after the linear ARMA model has been fitted
这是eviews帮助文档的原话,bds检验是检验序列是否是独立同分布的,bds的检验很棒的一点在于考虑到了非线性独立,线性独立和chaos的情形,如果用arma模型拟合源数据得到残差项,进行bds检验,等于原序列把线性去除了,如果bds检验拒绝原假设,则说明存在有非线性关系。