A Paper Chuck is used to hold a piece of paper so that an image of the rosette's final product can be visualized. The shape of the rosette may not be readily evident about the product it will produce, plus the other variables like the rubber's shape can change what the rosette produces.
Please note: the traditional paper chuck can only be used to show the effects of rocking motion, not pumping motion. There have been some who have made a cylinder (say, using a plastic tube) and affixed paper to that. Such a device can indeed show pumping motion.
A typical paper chuck is designed to hold a 4" x 6" index card, and Lindow Machine Works makes a very nice one. But, other sizes of paper can be used also as shown in the home made paper chuck to the right.
If you choose to make one, there is a good article, Make your Own Paper Chuck and Pen Holder, written by Dave Arnold. There is also a good article on an alternative method for holding the pen/pencil, written by John Hermann.
Paper Chucks showing side patterns
Images courtesy Jon Magill
Some videos showing one in use are below.