The autodependogram: A graphical device to investigate serial dependences

Luca Bagnato, Antonio Punzo, Orietta Nicolis

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

18 Citas (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.

Idioma originalInglés
Páginas (desde-hasta)233-254
Número de páginas22
PublicaciónJournal of Time Series Analysis
EstadoPublicada - 1 mar. 2012

Áreas temáticas de ASJC Scopus

  • Estadística y probabilidad
  • Estadística, probabilidad e incerteza
  • Matemáticas aplicadas


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