Auxiliary routine for plotting wave local multiple correlations

Produces a plot of wave local multiple correlations.

plot_wave.local.multiple.correlation(Lst, xaxt="s")

Arguments

Lst	A list from local.multiple.regression.
xaxt	An optional vector of labels for the "x" axis. Default is 1:n.

Details

The routine produces time series plots of wave local multiple correlations with their confidence intervals. Also, at every upturn and downturn, the name of the variable that maximizes its multiple correlation against the rest is shown.

Value

Plot.

References

Fernández-Macho, J., 2018. Time-localized wavelet multiple regression and correlation, Physica A: Statistical Mechanics, vol. 490, p. 1226--1238. <DOI:10.1016/j.physa.2017.11.050>