appendix

The objective of this appendix is to describe the mechanics of information recovery from dynamic econometric models. All source code for our paper is open and written in Clojure, a new dialect of Lisp. This appendix will describe the estimation procedures through detailed documentation of the code.

Consider a time series of length T. Within the full time series there will be T - D + 1 sub-blocks of length D. Now consider the D! ordinal patterns for sub-blocks when D = 3.
Note that the patterns do not reflect the values within the time series, but rather the ordinal relationships between the values in the sub-blocks of length 3. The permutation entropy approach to information recovery from time series