HDTSA
cranv1.0.6High Dimensional Time Series Analysis Tools. An implementation for high-dimensional time series analysis methods, including factor model for vector time series proposed by Lam and Yao (2012) <doi:10.1214/12-AOS970> and Chang, Guo and Yao (2015) <doi:10.1016/j.jeconom.2015.03.024>, martingale difference test proposed by Chang, Jiang and Shao (2
License GPL-3strong copyleft0 versions1 maintainers10 deps120 weekly dl
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curl https://depscope.dev/api/check/cran/HDTSAFirst published · 2026-04-03 08:31:07
Last updated · 2026-04-03T06:30:22+00:00