Taylor, CC and Zempeni, A (2004) Chain Plot: A Tool for Exploiting Bivariate Temporal Structures. Computational Statistics and Data Analysis, 46 (1). 141 - 153 . ISSN 0167-9473
In this paper we present a graphical tool useful for visualizing the cyclic behaviour of bivariate time series. We investigate its properties and link it to the asymmetry of the two variables concerned. We also suggest adding approximate confidence bounds to the points on the plot and investigate the effect of lagging to the chain plot. We conclude our paper by some standard Fourier analysis, relating and comparing this to the chain plot.
|Copyright, Publisher and Additional Information:||© 2004, Elsevier. This is an author produced version of a paper published in Computational Statistics and Data Analysis. Uploaded in accordance with the publisher's self-archiving policy.|
|Institution:||The University of Leeds|
|Academic Units:||The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds)|
|Depositing User:||Symplectic Publications|
|Date Deposited:||01 Nov 2012 15:10|
|Last Modified:||19 Sep 2016 09:06|