Fig. 3. van Dijk et al. (2025)’s indicator of persistence is unable to distinguish between extreme positive persistence (left) and extreme negative persistence (right). Notes: Measuring persistence using a first-order autoregressive model (like our eq. (4), but with only one first-order lag), we get ρ persistence on the left, and ρ = 0.8 for the case of positive = 1.00 for the case of negative persistence on the right. Van Dijk et al. (2025)’s indicator of “persistence” calculates the same score of - 0.3513642 for both the left and the right. R code is in the Online Supplementary Materials.
These two time series do NOT have the same degree of persistence!
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