AN INVESTIGATION OF ANDREWS‘ PLOTS TO SHOW TIME VARIATION OF MODEL PARAMETERS
Agnes M. Herzberg, J. S. Hickie · Journal of Time Series Analysis · 1981
Abstract.Andrews (1972) introduced a method of plotting high‐dimensional data in two dimensions. This method is exploited as a graphical technique for the examination of changes over time in the parameters of a time series model. Two sets of data are used to illustrate the method. Both polynomial and Fourier series models are used. Some statistical properties of the method are discussed.