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Table 4 RQA of Divisia aggregates (in log levels)

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

Aggregate

RR

DET

LAM

L

TT

Narrow monetary aggregates

Divisia M1

0.0309

0.9800

0.9974

30.13

18.92

Divisia M2

0.0308

0.9928

0.9986

32.42

18.07

Divisia M2M

0.0302

0.9951

0.9987

27.85

17.37

Divisia MZM

0.0308

0.9923

0.9987

28.76

18.02

Divisia All

0.0307

0.9910

0.9977

25.49

17.05

Broad monetary aggregates

Divisia M3

0.0306

0.9914

0.9972

26.98

17.27

Divisia M4-

0.0307

0.9910

0.9971

25.49

17.05

Divisia M4

0.0301

0.9910

0.9974

27.17

17.29