This is the same time-series scatterplot displayed in Figure 6.5 of the book in greyscale, but with the lines connecting each daily data point colored to signify year. Red signifies 1999, yellow signifies 2000, and blue signifies 2001.

This plot is in the Y-set of observed variables, the financial performance of nine mutual funds.

This is the same time-series scatterplot displayed in Figure 6.6 of the book in greyscale, but with the lines connecting each daily data point colored to signify year. Red signifies 1999, yellow signifies 2000, and blue signifies 2001.

This plot is in the X-set of observed variables, the daily values of nine market indices: