Man pages for HDTSA
High Dimensional Time Series Analysis Tools
| Coint | Identifying the cointegration rank of nonstationary vector... |
| CP_MTS | Estimating the matrix time series CP-factor model |
| DGP.CP | Generating simulated data for the example in Chang et al.... |
| Factors | Factor analysis for vector time series |
| Fama-French-data | Fama-French 10*10 return series |
| HDSReg | Factor analysis with observed regressors for vector time... |
| HDTSA-package | HDTSA: High Dimensional Time Series Analysis Tools |
| MartG_test | Testing for martingale difference hypothesis in high... |
| PCA_TS | Principal component analysis for vector time series |
| predict.factors | Make predictions from a '"factors"' object |
| predict.mtscp | Make predictions from a '"mtscp"' object |
| predict.tspca | Make predictions from a '"tspca"' object |
| QWIdata | The national QWI hires data |
| SpecMulTest | Multiple testing with FDR control for spectral density matrix |
| SpecTest | Global testing for spectral density matrix |
| UR_test | Testing for unit roots based on sample autocovariances |
| US-Industrial-Production-indices | U.S. Industrial Production indices |
| WN_test | Testing for white noise hypothesis in high dimension |
