The biplot graphic technique for the representation of multivariate time series

✍ Scribed by David Gheva

• Book ID: 104339165
• Publisher: Elsevier Science
• Year: 1986
• Tongue: English
• Weight: 526 KB
• Volume: 27
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/s0377-2217(86)80011-x

✦ Synopsis

The paper applies the graphical technique known as biplot to the treatment of multivariate time series. The focus is on the analysis of a matrix whose observations form a time series and it is shown how the effect of time can be segregated. A dynamic biplot representation of a particular market is presented and some characteristics of Israel's banking system are revealed by the biplot.