Essentials of Time Series for Financial Applications

List of Figures

Figure 1.1	Simulated scatter plots for a bivariate case. (A) 100 simulated observations linear relation; (B) 100 simulated observations linear relation; (C) 100 simulated observations independent variables; (D) 100 simulated observations quadratic relation	19
Figure 1.2	Scatter plots to investigate the linearity assumption. (A) Scatter plot between the dependent variable and the fitted values; (B) scatter plot between the dependent variable and the residuals	20
Figure 1.3	Scatter plot matrix	21
Figure 1.4	Output of a CUSUM for a break in the market Model Beta	25
Figure 2.1	Plots of two times series with alternative persistence properties and their comparison	44
Figure 2.2	Plot of data simulated from a Gaussian WN process	44
Figure 2.3	Correlograms ...