The distance test statistic is motivated by the key feature of the dynamics in region II of Figure 3, which is the existence of at least two fixed points, one being a spiral source and one a saddle point. As noted in the text, flows of system (1) that start near the source in general approach the saddle point before wandering unboundedly. An empirical implication is that the observed data should be concentrated near a point distinct from the estimated origin of the dynamics. The sample mean of the observed data should be distinct from the estimated origin, . Of course, the origin and the sample mean should be distinct even if the dynamics are not in Figure 3's region II, in part because flows in the four-dimensional data cannot be expected to be confined to a plane, and in part because the orbits in regions I and III of Figure 3 cannot be expected to be circular. But if the distance between the origin and the mean is greater for one election period than another, it is reasonable to conclude that the dynamics are more unstable during the former period than during the latter. If the distance is dramatically different between periods, then the most likely explanation would be that during the less stable period the dynamics are occurring in region II while during the more stable period they are occurring in region I or region III.
Conditioning on the MLE and treating the sample mean as random, a measure of the distance between the origin and the mean for election period j is
where is the number of observations and , with k=28 being the number of parameters in model (3). Under the hypothesis that , has the distribution. As noted above, however, such a hypothesis of equality is not reasonable for model (3). The distribution for should therefore be taken as noncentral with noncentrality parameter . The degree of instability between election periods can be compared by comparing the magnitudes of for the respective periods, via the ratio . is the value of for the period that is predicted to be more unstable and is the value for the period that is predicted to be more stable. In general, has the doubly noncentral F distribution, (Johnson, Kotz and Balakrishnan 1995, 480). The hypothesis , which asserts that the election period is neither more nor less unstable than the period, implies . Under the hypothesis, therefore has the distribution . Values of significantly greater than 1.0--i.e., for test level --indicate departures from equality in the theoretically predicted direction.
The divergence test statistic is motivated by the contrasting effects flows in regions I and III of Figure 3 have on the volumes of bounded sets near the fixed point. In region I, flows decrease the volume of such a set, while in region III flows cause the volume of such sets to increase. By Liouville's theorem (Arnold 1978, 69-70), the rate of change that system (1) induces in the volume of a bounded set is equal to the integral of the divergence of system (1)'s vector field over that set. The divergence of a vector field at each point is the trace of its Jacobian matrix evaluated at that point (Weibull 1995, 251). Writing the vector field for system (1) as , the divergence is
To estimate the divergence for each observed data point , I reverse the approach used to derive the statistical model (4) from system (2) and treat each value as an estimate of the value of the vector field at . I estimate the divergence at by using finite differences to compute . The test statistic is the t-statistic for the difference of means between the set of values for the election period that is predicted to be more unstable and the set of values for the period that is predicted to be more stable. The theory predicts that the differences will be significantly positive.