Auxiliary routine for plotting wave local multiple regressions — plot_wave.local.multiple.regression • wavemulcor

Produces a set of plots of wave local multiple regressions.

plot_wave.local.multiple.regression(Lst,nsig=2, xaxt="s")

Arguments

Lst	A list from wave.multiple.regression.
nsig	An optional value for the number of significant variables to plot_ Default is 2.
xaxt	An optional vector of labels for the "x" axis. Default is 1:n.

Details

The routine produces \(J+1\) time series plots of wave multiple regressions, each with their confidence interval. Also, the name of the variable that maximizes that multiple correlation against the rest is shown on top. The others are named with their order of significance when they are relevant.

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>