Factor and Autoregressive Models for Tensor Time Series

matAR.RR.est | Estimation for Reduced Rank MAR(1) Model |

matAR.RR.se | Asymptotic Covariance Matrix of One-Term Reduced rank MAR(1)... |

mplot | Plot Matrix-Valued Time Series |

mplot.acf | Plot ACF of Matrix-Valued Time Series |

predict.tenAR | Predict funcions for Tensor Autoregressive Models |

taxi.sim.AR | Simulate taxi data by tenAR models |

taxi.sim.FM | Simulate taxi data by factor models |

tenAR.est | Estimation for Autoregressive Model of Tensor-Valued Time... |

tenAR.sim | Generate TenAR(p) tensor time series |

tenFM.est | Estimation for Tucker structure Factor Models of... |

tenFM.rank | Rank Determination for Tensor Factor Models with Tucker... |

tenFM.sim | Generate Tensor Time series using given Factor Process and... |

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