Package W2CWM2C: description, features and applications
This article describes new graphical tools that help with the interpretation of wavelet correlation and cross-correlation analysis, in both bivariate and multivariate cases. We have created an R package called W2CWM2C with the following main functions: Wavelet (Cross) Correlation and Wavelet Multipl...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2014 |
| País: | España |
| Institución: | Universidad del País Vasco |
| Repositorio: | Addi. Archivo Digital para la Docencia y la Investigación |
| OAI Identifier: | oai:addi.ehu.eus:10810/65588 |
| Acceso en línea: | http://hdl.handle.net/10810/65588 |
| Access Level: | acceso abierto |
| Palabra clave: | maximal overlap discrete wavelet transform wavelet correlation wavalet cross-correlation wavelet multiple correlation wavelet multiple cross-correlation |
| Sumario: | This article describes new graphical tools that help with the interpretation of wavelet correlation and cross-correlation analysis, in both bivariate and multivariate cases. We have created an R package called W2CWM2C with the following main functions: Wavelet (Cross) Correlation and Wavelet Multiple (Cross) Correlation. To illustrate its strengths, we use data from several European Union stock market indices, comparing the new graphical output with the classical plots. |
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