00445 ìb35346b0c0a31ef14965c537f7c03e

450

Russell

Autoregressive Time Senes AR(1), Coefficients Positive

FigurÄ™ 8. Left - the time order plot of the AR(1) synthetic time series with a positive coefficient. Right - An extract, from the univariate phase map movie for the same series, of observations 100 to 120. NotÄ™ that the vertical axis for the plot on the right is inverted.

Autoregressive Time Series AR(2), Coefficients Positive

FigurÄ™ 9. Left - the time order plot of the AR(2) synthetic time series with positive coefficients. Right - An extract, from the univariate phase map movie for the same series, of observations 130 to 150. NotÄ™ that the vertical axis for the plot on the right is inyerted.

AR(1) series with positive coefficients. Notice though that in this case, the observations do not appear to "coil" around the linÄ™ — they are readily seen as repeatedly Crossing the linÄ™.