*! version 1.1.0 2026-05-11

Title

lwavelet -- Wavelet analysis for time series (package)

Description

lwavelet is the name of this package on SSC. The main user-facing
command and dispatcher is wavelet. The full documentation —
syntax, options, stored results, methods, examples — lives at
wavelet.

Click through to:

wavelet main help (overview, syntax, examples)

lmodwt MODWT decomposition (discrete)

wt Continuous wavelet transform

xwt Cross-wavelet transform

wtc Wavelet coherence + Monte Carlo

wmcorr Wavelet multiple correlation

wmreg Wavelet multiple regression

wmxcorr Wavelet multiple cross-correlation

Quick start

. ssc install lwavelet

. help wavelet

. do example_lwavelet.do // full worked example

Author

Dr. Merwan Roudane

Email: merwanroudane920@gmail.com