Diagnosing departures from stability in a multidimensional multivariate system

David Gheva

Applied Stochastic Models and Data Analysis, 1988, vol. 4, issue 1, 55-64

Abstract: This paper deals with a system containing n m‐variable elements measured at p points of time. The data matrices for each point of time are represented by the biplot technique. Each biplot provides a map of the system which can be used to determine visually the relations between the elements and variables. The biplots are then compared by superimposing them to obtain an ‘aggregate’ graph. Differences between the biplots indicate departure from stability of the system. An example drawn from the Israeli banking system is provided.

Date: 1988
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https://doi.org/10.1002/asm.3150040105

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:4:y:1988:i:1:p:55-64

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