An Example Of The Use Of Andrews’ Plots To Detect Time Variations In Model Parameters And To Detect Outlying Observations
Agnee M. Herzberg · Journal of Applied Statistics · 1982
Andrews (1972) introduced a method of plotting highdimensional data in two dimensions. This method is exploited as a graphical tool for the examination of changes over time in the parameters of a time series model. An example using a Fourier series model is given to illustrate the method. It is also shown how outlying observations in the data can be found. AMS (MOS) Subject Classifivations: 62M10, 62H30