| Summary: | In this work the results of time series examination are presented. Geophysial data (maximum storm tides and the concentration of isotopes and ions in arctic cores) and financial data (shares prices traded on the Warsaw Stock Exchange) were examined. The analysis of the analogy between those two sorts of data is also presented. The goal of this work is to evaluate the general formalism that can be used to analyze correlations and auto-correlations of proceeded data. The Hurst exponent calculated by the Detrended Fluctuation Analysis (DFA), was used to investigate auto-correlations of time series. Two dimensional copula functions were used to investigate correlations between time series. It is worth mentioning here, that the procedure of the construction of the multidimensional frequency distribution was used by the means of the copula function applied after the fitting one dimensional frequency distributions to data. It was shown, that partially deterministic and partially stochastic model can be used to analyze discussed time series. This model concerns the influence of both global and local factors. Global factors cause correlations of all data, while local factors cause correlations of similar data (lying nearby) and randomness of data lying far away. As an example financial data can be discussed. Global factors are the macroeconomic condition and the general market condition connected with the collective investors behavior. Local factors concern particular companies and sectors where they belong. Local factors concern also individual investors strategies. During the investigation the similar behavior of the Hurst exponent values was shown for some of geophysical data (the historical concentration of sea originated ions – Na+, Mg2+ in arctic cores) and financial data (shares prices traded on the Warsaw Stock Exchange). While analyzing the concentration of discussed ions the anti-correlation signal was detected in the period of last 0.8 – 1.5 thousand years. The signal was detected by the means of the drop of ...
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