AN INVESTIGATION OF ANDREWS‘ PLOTS TO SHOW TIME VARIATION OF MODEL PARAMETERS

Agnes M. Herzberg and J. S. Hickie

Journal of Time Series Analysis, 1981, vol. 2, issue 4, 233-262

Abstract: Abstract. Andrews (1972) introduced a method of plotting high‐dimensional data in two dimensions. This method is exploited as a graphical technique for the examination of changes over time in the parameters of a time series model. Two sets of data are used to illustrate the method. Both polynomial and Fourier series models are used. Some statistical properties of the method are discussed.

Date: 1981
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