Description Usage Arguments Details Value Author(s) References
Produces a plot of wave multiple correlations.
1 |
Lst |
A list from wave.multiple.regression or wave.multiple.correlation. |
The routine produces a plot of wave multiple correlations, at each wavelet level, with its confidence interval. Also, at each wavelet level, the name of the variable that maximizes its multiple correlation against the rest is shown.
Plot.
Javier Fernández-Macho, Dpt. of Quantitative Methods, University of the Basque Country, Agirre Lehendakari etorb. 83, E48015 BILBAO, Spain. (email: javier.fernandezmacho at ehu.eus).
Fernández-Macho, J., 2012. Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets. Physica A: Statistical Mechanics and its Applications 391, 1097–1104. <DOI:10.1016/j.physa.2011.11.002>
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