analyze.wavelet
or function analyze.coherency
. A set of surrogates is used for significance assessment to test the hypothesis of equal periodic components. This code has been developed by Huidong Tian (archived R package WaveletCo
).
FourierRand(x)
WaveletCo
. Available at http://cran.r-project.org/src/contrib/Archive/WaveletCo/, archived April 2013; accessed July 26, 2013.
analyze.wavelet
, analyze.coherency
, SurrogateData
, AR
, ARIMA