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The autodependogram: a graphical device to investigate serial dependences

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  • Luca Bagnato
  • Antonio Punzo
  • Orietta Nicolis

Abstract

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Suggested Citation

  • Luca Bagnato & Antonio Punzo & Orietta Nicolis, 2012. "The autodependogram: a graphical device to investigate serial dependences," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(2), pages 233-254, March.
    • Handle: RePEc:bla:jtsera:v:33:y:2012:i:2:p:233-254
    DOI: j.1467-9892.2011.00754.x
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    Cited by:

    1. Bagnato, Luca & De Capitani, Lucio & Mazza, Angelo & Punzo, Antonio, 2015. "SDD: An R Package for Serial Dependence Diagrams," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(c02).
    2. Mazza, Angelo & Punzo, Antonio, 2014. "DBKGrad: An R Package for Mortality Rates Graduation by Discrete Beta Kernel Techniques," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 57(c02).
    3. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Testing Serial Independence via Density-Based Measures of Divergence," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 627-641, September.
    4. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2017. "A diagram to detect serial dependencies: an application to transport time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 581-594, March.
    5. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Detecting serial dependencies with the reproducibility probability autodependogram," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(1), pages 35-61, January.
    6. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2018. "Testing for Serial Independence: Beyond the Portmanteau Approach," The American Statistician, Taylor & Francis Journals, vol. 72(3), pages 219-238, July.
    7. Atanu Biswas & Maria Carmen Pardo & Apratim Guha, 2014. "Auto-association measures for stationary time series of categorical data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 487-514, September.
    8. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 123-158, February.
    9. L. Bagnato & L. De Capitani & A. Punzo, 2016. "The Kullback–Leibler autodependogram," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2574-2594, October.

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