Figure 1.

This plot compares multiple imputation with and without lagged variable against true data under the context of autoregressive model of order 1, 11 time points. The black circles represent true data generated using an autoregressive model of order 1, where time-points 5, 7, 8, 9 were set to be missing. The red squares represent average multiply imputed data points with $m=5$ when the imputation model does not include lagged variable. The green triangles represent average multiply imputed data points with $m=5$ when the imputation model includes lagged variable.