1. Import your data: as column vectors --> OK,
2. Download WTC (wavelet coherence) package and unzip:
http://noc.ac.uk/using-science/crosswavelet-wavelet-coherence
3. Attach the package to Matlab:
Locate the folder with WTC package. List of files with codes will appear in the Current Folder field.
4. Run the code: Type wtc code with a pair of variables and click ENTER. For example:
wtc(VariableA, VariableB)
5. Add a title and grid:
title('Variable A vs Variable B')
grid on
Done! Here you'll get a colourful figure with red and blue spots.
Download the manual: HERE
________________________
Tip: to extract 1-year scale data (assuming you have daily data: 1 year = 252 days), run the following code:
myvariable=cwt(VariableA, 252, 'db4')
where:
- VariableA is your variable name from the dataset,
- 252 is the wavelet scale (252 days scale - if you have daily data),
- 'db4' is type of wavelet filter.
_______________________________________________________________