[R] MODWT exceeds sample size

[hedger22]

Hello,

I get the following message when I try to load a time series of 128 stock
returns.

Error in modwt(stock, wf = la8, n.levels = 8, boundary = periodic) : 
wavelet transform exceeds sample size in modwt

I thought that MODWT had no restrictions on the sample size?

Any help?


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[R] Wavelet Output

[hedger22]

Hello all,

I am new to r as well as wavlets.  The following is a times series from a
bond portfolio I have uploaded from a text file.

Bond1 - scan(C:.../UploadR2.txt) 

I am trying to decompose the portfolio return using wavelets.  My goal is to
find out the wavlet variance and average at each scale to then input into a
Sharpe Ratio calculation to see what investment horizons are important
contributors to the time series variance

I used the following:

Bond1.returns - ts(Bond1)
Bond1.volatility - abs(Bond1.returns)

## Haar
Bond1v.haar - mra(Bond1.volatility, haar, 4, dwt)
names(Bond1v.haar) - c(d1, d2, d3, d4, s4)
## LA(8)
Bond1v.la8 - mra(Bond1.volatility, la8, 4, dwt)
names(Bond1v.la8) - c(d1, d2, d3, d4, s4)

How do I interpret the output?  
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