R: Factor and Autoregressive Models for Tensor Time Series

# Factor and Autoregressive Models for Tensor Time Series

## Documentation for package ‘tensorTS’ version 1.0.2

- DESCRIPTION file
- Package README

## 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