Global Wavelet Coherence

Computes the global wavelet coherence between two time series.


Updated 30 Dec 2015

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This routine computes the global waveet coherence between a time series x and a time series y, where global coherence measures the relationship between two time series as a function of frequency (or period). Statistical significance is calculated against a red noise background using Monte Carlo methods. User should download code written by A. Grinsted available at before using this function.
An application of global coherence can be found in the following reference:

Justin A. Schulte, Raymond G. Najjar, Ming Li, The influence of climate modes on streamflow in the Mid-Atlantic region of the United States, Journal of Hydrology: Regional Studies, Volume 5, March 2016, Pages 80-99, ISSN 2214-5818,

Cite As

Justin Schulte (2023). Global Wavelet Coherence (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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