Monday, November 30, 2020

Wavelet Analysis: Part I (Theoretical Background)

This is the first of two entries devoted to wavelets. Here, we summarize the most important theoretical principles underlying wavelet analysis. This entry should serve as a detailed background reference when using the new wavelet features released in EViews 12. In Part II we will apply these principles and demonstrate how they are used with the new EViews 12 wavelet engine.