The autodependogram: A graphical device to investigate serial dependences

Luca Bagnato, Antonio Punzo, Orietta Nicolis

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)


In this article the serial dependences between the observed time series and the lagged series, taken into account one-by-one, are graphically analysed by what we have chosen to call the 'autodependogram'. This tool is a sort of natural nonlinear counterpart of the well-known autocorrelogram used in the linear context. The autodependogram is based on the simple idea of using, instead of autocorrelations at varying time lags, the χ 2-test statistics applied to convenient contingency tables. The efficacy of this graphical device is confirmed by real and artificial time series and by simulations from certain classes of well-known models, characterized by randomness and by different kinds of linear and nonlinear dependences.

Original languageEnglish
Pages (from-to)233-254
Number of pages22
JournalJournal of Time Series Analysis
Issue number2
Publication statusPublished - 1 Mar 2012


  • χ-plot
  • χ -test
  • Autocorrelogram
  • Nonlinear time series
  • Serial dependences

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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