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A Graphical Aid for Analyzing Autocorrelated Dynamical Systems

Autoregressive Time Senes AR(2), Coefficients Negative

AR02p9S Tin* Plot

Tim

Figurę 5. Left - the time order plot of the AR(2) synthetic time series with negative coefficients. Right - An extract, from the univariate phase map movie for the same series, of observations 150 to 170. Notę that the vertical axis for the plot on the right is inverted.

Autoregressive Time Series AR(3), Coefficients Negative

AR03p9S T1Plot

Tl M

Figurę 6. Left - the time order plot of the AR(3) synthetic time series with negative coefficients. Right - An extract, from the univariate phase map movie for the same series, of observations 150 to 170. Notę that the vertical axis for the plot on the right is inverted.

In addition there is another phenomena that appears, the movie contains a few short segments where the movie briefly takes on an uncharacteristic shape and