wv-d6-ocean-shear-edof2.dat

时间序列分析中很用的源码,书的原名为时间序列分析的小波方法.

% ocean shear series, D(6) filter, wavelet variance estimates and
% confidence intervalsEDOFs via eta_2 method, Figure 333
% j     tau_j	    wvar  lower_95_cl  upper_95_cl edof	lower_Qeta	upper_Qeta	MJ
1 0.1   2.417048626297275E-4           2.2962756521643425E-4		2.2962756521643425E-4	2850.0576490090043	2999.956873170831    2703.9492724901042    4091
2 0.2   4.421395385139714E-4           4.1330878582781274E-4 		4.1330878582781274E-4 	1633.2929317529313  	1747.2248543107949   1523.1516366176381    4081
3 0.4   6.143158530134257E-4           5.612507569720408E-4  		5.612507569720408E-4  	 899.2133030335838  	 984.2320574751843    817.9847549064921    4061
4 0.8   0.0020689980212283726          0.0017968024760409173 		0.0017968024760409173 	 359.22706213727054 	 413.64595755196916   308.59696455060856   4021
5 1.6   0.010468192745263004           0.008569017796102677  		0.008569017796102677  	 172.8579178937863  	 211.1688929949464    138.33321149560038   3941
6 3.2   0.057565379901354706           0.04302243832654515   		0.04302243832654515   	  77.77708669585869 	 104.06819597914783    55.266285095657025  3781
7 6.4   0.41453972009660806            0.26624251372171087   		0.26624251372171087   	  30.911113242609865	  48.12861797443703    17.457473983842227  3461
8 12.8  0.9679390004692372             0.5448726940231526    		0.5448726940231526    	  16.98018795520335 	  30.164451875507105    7.551079027858765  2821
9 25.6  0.32454789633127706            0.12562964954103864   		0.12562964954103864   	   4.909403761079239	  12.682807511762089    0.7971157407161855 1541