I'm using the biwavelet package in R for wavelet coherency analysis. I'm interested in obtaining the correlation (rsq) between the two time series at every time step. I am using the
wtc.obj$rsq
command, which returns a matrix with columns equal to the number of time steps in my time series, but 35 rows. I'm unsure what each row indicates, or how to interpret this matrix. Any help would be appreciated.
wtc.obj <- wtc(cbind(seq(1,10,1),log(out_temp)), cbind(seq(1,10,1),water_temp), nrands=300)
EDIT: data from dput time series 1 (first 10 rows) - I log transform when running the wtc function
out_temp <- c(16733551588.5339, 16870453377.5994, 16772151897.9109, 16728321668.6624,
18436978257.3136, 16846726183.718, 16726205228.4934, 15864317293.7725,
17741474399.0609, 16737589895.4835)
time series 2 (first 10 rows)
water_temp <- c(4.91, 4.65, 4.85, 7.28, 3.21, 3.03, 2.33, 3.61, 4.75, 2.99)
The rsq matrix from that subset
structure(c(0.88811122950383, 0.883005701601978, 0.878120064019507,
0.871218670458293, 0.862871890404607, 0.849780856651561, 0.840171059917514,
0.829232598943086, 0.811227300687161, 0.796653906504197, 0.878693836960343,
0.872034301656082, 0.866106223420483, 0.859558992869246, 0.852443544668167,
0.840184634073849, 0.827708800659723, 0.811408370380922, 0.788425832549514,
0.772792192041626, 0.855370796300556, 0.843632447822571, 0.83347989490027,
0.82502778304639, 0.817143933084284, 0.803518294348461, 0.786136691605393,
0.762216446396908, 0.734098629192821, 0.720678074329317, 0.820886442250837,
0.801007780631502, 0.783872172267905, 0.771785540072379, 0.761925141232704,
0.745772620239666, 0.722008778765105, 0.688727955307826, 0.656285165868401,
0.649397618795314, 0.778783676688075, 0.748508440655847, 0.722221842446535,
0.705146362196499, 0.692592835090724, 0.673639897529668, 0.642806785244917,
0.599135162886376, 0.563562916220616, 0.567083941737865, 0.73879043910938,
0.698067627624491, 0.662173684644483, 0.639492210729284, 0.624029985615804,
0.602844549692042, 0.565448685551128, 0.511410316678153, 0.472697038937781,
0.486799890264125, 0.714442234122642, 0.666418315719431, 0.623191992054625,
0.595588030567084, 0.577735144515651, 0.555785176155343, 0.514039160319749,
0.451499228449641, 0.407768394703545, 0.426752291137762, 0.714297446948971,
0.66420238067957, 0.618056304220161, 0.587592642193242, 0.568708099912014,
0.548156040715463, 0.505870129160218, 0.439211545851626, 0.388914491010902,
0.403664274336693, 0.735670285655772, 0.688140502032425, 0.643438413055784,
0.612663235117296, 0.594432527004536, 0.577262471111257, 0.53845986672713,
0.473628467143225, 0.418475083414332, 0.42245896430964, 0.767160302402965,
0.724247590757992, 0.683226594941654, 0.653695114654581, 0.636935449729284,
0.623530143950479, 0.590354098223849, 0.532020189464932, 0.476482045338038,
0.46930594464708), .Dim = c(10L, 10L))