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 ...|
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