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I have a time series of correlation matrics (generated from a multivariate time series over time). Here I am wondering what is the best way to graphically represent the times series of corr matrices? Should I just extract individual pair and plot time series individually? What is the best practice?

Thanks for your views.

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Hah, if you have a nice long time series, I would create a series of heatmaps and create an animation :-) – January Nov 16 '12 at 17:59
@Bogaso Please, consider accepting answers to your previous questions. This will motivate potential responders ;) – user10525 Nov 16 '12 at 18:04
Bogaso, I notice you haven't yet accepted any answers to questions you have asked. You can help yourself, future users, and this site as a whole, by following the guidance in the faq: "As you see new answers to your question, vote up the helpful ones by clicking the upward pointing arrow to the left of the answer. ... When you have decided which answer is the most helpful to you, mark it as the accepted answer by clicking on the check box outline to the left of the answer." – whuber Nov 16 '12 at 21:16
Do you actually mean that you have a matrix of the pairwise correlations of a number (how many) of time series? Currently reads "a time series of correlation matrics" which I don't think is what you mean - I don't think you actually have a time series of correlations - or do you? – Peter Ellis Nov 17 '12 at 4:04
@Peter Ellis My time series has 10 variables. Therefore I have 250 historical CORR matrices each with 10X10 dimension. Thanks, – Bogaso Dec 1 '12 at 8:24

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