Automatic AR1 estimation failed. Specify it manually (use arcov or arburg).

Hi,

I am using matlab2015b for calculating "Cross-wavelet and wavelet coherence" from https://in.mathworks.com/matlabcentral/fileexchange/47985-cross-wavelet-and-wavelet-coherence. I basically want to calculate time-varying cross-correlation. However, I am having probleming in working with the code (error:Automatic AR1 estimation failed. Specify it manually (use arcov or arburg).) I am stuck to solve it . I tried all the methods I could. Can anyone please help.Thank you so much.

[Jianhao Gao]

hello Madan， I met the same problem. When I checked my data set again, I found I found 'Nan' value in my data set. When I interpolated to fill the 'Nan' value, the problem was solved.