Fig. 4

The squared wavelet coherency and phase difference between different migration Fear indices in European refugees pre and crisis periods. Figure display the squared wavelet coherence of two series. The thick blue contour represents the 5 per cent significance level. The cone of influence, which indicates the region affected by edge effects, is shown with a lighter shade black line. The color code for power ranges from blue (low power) to red (high power). The phase difference between the two series is indicated by arrows. Arrows pointing to the right mean that the variables are in phase. To the right and down, the first series is leading the second series with positive correlation. To the right and up, the second series is leading the first series with positive correlation. Arrows pointing to the left mean that the variables are out of phase. To the left and up, first series is leading the second series with negative correlation. To the left and down, the second series is leading the first series with negative correlation. In-phase indicates that the variables have cyclical effect on each other and out of phase or anti-phase shows that the variables have anticyclical effect on each other. The cone of influence where edge effects should be considered is shown as a lighter shade. The darker red (areas with arrows) regions are the higher degree of co-movement. These areas represent the spaces with high dependence, where R-squared is close to 1. The blue areas are signaling a low dependence meaning a low co-movement. The color scale represents the magnitude of R-squared