Man pages for HDTSA
High Dimensional Time Series Analysis Tools

CointIdentifying cointegration rank of given time series
CP_MTSEstimation of matrix CP-factor model
DGP.CPData generate process of matrix CP-factor model
FactorsFactor modeling: Inference for the number of factors
HDSRegHigh dimensional stochastic regression with latent factors
MartG_testTesting for martingale difference hypothesis in high...
PCA_TSPrincipal component analysis for time serise
SpecMulTestStatistical inference for high-dimensional spectral density...
SpecTestStatistical inference for high-dimensional spectral density...
UR_testTesting for unit roots based on sample autocovariances
WN_testTesting for white noise hypothesis in high dimension
HDTSA documentation built on Sept. 11, 2024, 5:49 p.m.