I get the following message when I try to estimate rolling window wavelet correlation using package RolWinWavCor. I am trying to calculate the rolling window wavelet correlation for two stock indices.
wind= estim_RWWC(inputdata, Wname="la8", J=9, W=249, Align="center", Scale=TRUE) Error in modwt(inputdata[i:w, 1], Wname, n.levels = J) : wavelet transform exceeds sample size in modwt
Any help?
Whenever I run the following command this message comes on the screen wavelet transform exceeds sample size in modwt
wind = estim_RWWC(inputdata, Wname="la8", J=9, W=249, Align="center", Scale=TRUE) Error in modwt(inputdata[i:w, 1], Wname, n.levels = J) : wavelet transform exceeds sample size in modwt
help me in removing this error