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Left panel State means for each of the six units in the group versus state. Right panel: d × d × N Θ1, the first-order autoregressive coefficients, and Θ2, the second-order autoregressive coefficients, in solid and dotted black lines, respectively. Each of the subpanels shows a particular element of Θ1 and Θ2 across states. A color version of this figure is available in the electronic version of this article.
