In the contemporary global scenario, the working of the complex and multidimensional factors on the time behaviour of financial series necessitates an investigation of the underlying characteristic features of the same. In addition to the state of the art econometric approaches, analysis in terms of state space dynamics considering the financial time series as deterministic chaos has emerged to be of utmost importance. Understanding the dynamics of a financial series, as a stock market index or a commodity market index is still however, a complex task having its specific requirements. Market behaviour, in case of both commodity and securities is ultimately reflected by the average trading price movement . Thus the time series representing the indices in the respective markets is a key to understanding the economic similarities/dissimilarities in the two markets. Our purpose was to analyse the time series representing the indices of commodity and stock markets .
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