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http://dx.doi.org/10.7465/jkdi.2013.24.6.1103

Exploratory data analysis for Korean daily exchange rate data with recurrence plots  

Jang, Dae-Heung (Department of Statistics, Pukyong National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.24, no.6, 2013 , pp. 1103-1112 More about this Journal
Abstract
Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.
Keywords
ARIMA model; exchange data; GARCH model; recurrence plot; stationarity;
Citations & Related Records
Times Cited By KSCI : 5  (Citation Analysis)
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