Vector Wavelet Coherence for Multiple Time Series
AR1NV - Estimate the parameters for an AR(1) model
Compute multiple wavelet coherence
Check the format of multivariate time series
Helper function
Plot vectorwavelet objects
Compute quadruple wavelet coherence
Vector wavelet coherence for multiple time series
Compute n-dimensional vector wavelet coherence
New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.