# High Dimensional Time Series Analysis Tools

## Documentation for package ‘HDTSA’ version 1.0.4

- DESCRIPTION file.

## Help Pages

Coint | Identifying cointegration rank of given time series
CP_MTS | Estimation of matrix CP-factor model
DGP.CP | Data generate process of matrix CP-factor model
Factors | Factor modeling: Inference for the number of factors
HDSReg | High dimensional stochastic regression with latent factors
MartG_test | Testing for martingale difference hypothesis in high dimension
PCA_TS | Principal component analysis for time serise
SpecMulTest | Statistical inference for high-dimensional spectral density matrix
SpecTest | Statistical inference for high-dimensional spectral density matrix
UR_test | Testing for unit roots based on sample autocovariances
WN_test | Testing for white noise hypothesis in high dimension