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http://dx.doi.org/10.5351/KJAS.2013.26.5.807

Exploratory Data Analysis for Korean Stock Data with Recurrence Plots  

Jang, Dae-Heung (Department of Statistics, Pukyong National University)
Publication Information
The Korean Journal of Applied Statistics / v.26, no.5, 2013 , pp. 807-819 More about this Journal
Abstract
A recurrence plot can be used as a graphical exploratory data analysis tool before confirmatory time series analysis. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in a time series at a glance. Korean stock data shows the usefulness of the recurrence plot as a graphical exploratory data analysis tool for time series data.
Keywords
KOSPI index; recurrence plot; stationarity;
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Times Cited By KSCI : 6  (Citation Analysis)
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