Man pages for HDTSA
High Dimensional Time Series Analysis Tools
| Coint | Identifying cointegration rank of given time series |
| CP_MTS | Estimation of matrix CP-factor model |
| DGP.CP | Data generate process of matrix CP-factor model |
| Factors | Factor modeling: Inference for the number of factors |
| HDSReg | High dimensional stochastic regression with latent factors |
| MartG_test | Testing for martingale difference hypothesis in high... |
| PCA_TS | Principal component analysis for time serise |
| SpecMulTest | Statistical inference for high-dimensional spectral density... |
| SpecTest | Statistical inference for high-dimensional spectral density... |
| UR_test | Testing for unit roots based on sample autocovariances |
| WN_test | Testing for white noise hypothesis in high dimension |
