From: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis
Parameter
Divisia M3
Divisia M4-
Divisia M4
(a) Logged Series
Delay time
24
Embedding dimension
2
Threshold
0.06
0.059
0.061
(b) Growth rate Series
5
6
0.0045
0.0054