modwt python github code

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Tommaso
03 Jul 2018
1from modwt import modwt, modwtmra
2import pandas as pd
3
4
5gdpdata = pd.DataFrame.from_csv('GDPcomponents.csv')
6wt = modwt(gdpdata['govtexp'], 'db2', 5)
7wtmra = modwtmra(wt, 'db2')