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Table 2 Parameter values for the constructions of RPs of broad aggregates

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

24

24

Embedding dimension

2

2

2

Threshold

0.06

0.059

0.061

(b) Growth rate Series

Delay time

2

2

2

Embedding dimension

5

5

6

Threshold

0.0045

0.0045

0.0054