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Table 1 Parameter values for the constructions of RPs of narrow aggregates

From: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis

Parameter

M1

M2

M2M

MZM

ALL

(a) Logged Series

Delay time

25

23

24

25

24

Embedding dimension

2

2

2

2

2

Threshold

0.075

0.063

0.067

0.068

0.062

(b) Growth rate Series

Delay time

2

2

3

2

3

Embedding dimension

5

5

5

6

4

Threshold

0.0055

0.004

0.0049

0.0054

0.0033