Factor and Autoregressive Models for Tensor Time Series

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Documentation for package ‘tensorTS’ version 1.0.2

Help Pages

matAR.RR.est Estimation for Reduced Rank MAR(1) Model
matAR.RR.se Asymptotic Covariance Matrix of One-Term Reduced rank MAR(1) Model
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 Series
tenAR.sim Generate TenAR(p) tensor time series
tenFM.est Estimation for Tucker structure Factor Models of Tensor-Valued Time Series
tenFM.rank Rank Determination for Tensor Factor Models with Tucker Structure
tenFM.sim Generate Tensor Time series using given Factor Process and Factor Loading Matrices