Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market
Figure 3
The results of surrogate data of Shanghai stock market for (A) SSE Composite Index; (B) SSE 180 Index; (C) SSE A Share Index; (D) SSE B Share Index: (a) linear redundancy L, (b) general redundancy R,
(c) the test statistic of linear redundancy, (d) the test statistic of general
redundancy.