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...

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Bibliographic Details
Authors: Polanco Martínez, Josué Moisés, Fernández Macho, Francisco Javier
Format: article
Publication Date:2014
Country:España
Institution:Universidad del País Vasco
Repository:Addi. Archivo Digital para la Docencia y la Investigación
OAI Identifier:oai:addi.ehu.eus:10810/65588
Online Access:http://hdl.handle.net/10810/65588
Access Level:Open access
Keyword:maximal overlap discrete wavelet transform
wavelet correlation
wavalet cross-correlation
wavelet multiple correlation
wavelet multiple cross-correlation
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spelling Package W2CWM2C: description, features and applicationsPolanco Martínez, Josué MoisésFernández Macho, Francisco Javiermaximal overlap discrete wavelet transformwavelet correlationwavalet cross-correlationwavelet multiple correlationwavelet multiple cross-correlationThis 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.Financial support from the Econometrics Research Group at the University of the Basque Country (UPV/ EHU), Basque Government grants (IT-334-07 and IT-642-13), and the Seventh Framework Programme (FP7) BASE project (no. 308337) is gratefully acknowl- edgedIEEEEuropean Commission202420242014info:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10810/65588reponame:Addi. Archivo Digital para la Docencia y la Investigacióninstname:Universidad del País VascoInglésinfo:eu-repo/grantAgreement/EC/FP7/308337https://ieeexplore.ieee.org/document/6894486info:eu-repo/semantics/openAccess© 2014 IEEEoai:addi.ehu.eus:10810/655882026-06-18T09:23:17Z
dc.title.none.fl_str_mv Package W2CWM2C: description, features and applications
title Package W2CWM2C: description, features and applications
spellingShingle Package W2CWM2C: description, features and applications
Polanco Martínez, Josué Moisés
maximal overlap discrete wavelet transform
wavelet correlation
wavalet cross-correlation
wavelet multiple correlation
wavelet multiple cross-correlation
title_short Package W2CWM2C: description, features and applications
title_full Package W2CWM2C: description, features and applications
title_fullStr Package W2CWM2C: description, features and applications
title_full_unstemmed Package W2CWM2C: description, features and applications
title_sort Package W2CWM2C: description, features and applications
dc.creator.none.fl_str_mv Polanco Martínez, Josué Moisés
Fernández Macho, Francisco Javier
author Polanco Martínez, Josué Moisés
author_facet Polanco Martínez, Josué Moisés
Fernández Macho, Francisco Javier
author_role author
author2 Fernández Macho, Francisco Javier
author2_role author
dc.contributor.none.fl_str_mv European Commission
dc.subject.none.fl_str_mv maximal overlap discrete wavelet transform
wavelet correlation
wavalet cross-correlation
wavelet multiple correlation
wavelet multiple cross-correlation
topic maximal overlap discrete wavelet transform
wavelet correlation
wavalet cross-correlation
wavelet multiple correlation
wavelet multiple cross-correlation
description 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.
publishDate 2014
dc.date.none.fl_str_mv 2014
2024
2024
dc.type.none.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv http://hdl.handle.net/10810/65588
url http://hdl.handle.net/10810/65588
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv info:eu-repo/grantAgreement/EC/FP7/308337
https://ieeexplore.ieee.org/document/6894486
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
© 2014 IEEE
eu_rights_str_mv openAccess
rights_invalid_str_mv © 2014 IEEE
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv IEEE
publisher.none.fl_str_mv IEEE
dc.source.none.fl_str_mv reponame:Addi. Archivo Digital para la Docencia y la Investigación
instname:Universidad del País Vasco
instname_str Universidad del País Vasco
reponame_str Addi. Archivo Digital para la Docencia y la Investigación
collection Addi. Archivo Digital para la Docencia y la Investigación
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869424086923345920
score 15,301629

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