Factor and Autoregressive Models for Tensor Time Series

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Documentation for package ‘tensorTS’ version 1.0.0

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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
tenAR.est Estimation for Autoregressive Model of Tensor-Valued Time Series
tenAR.predict Predictions for Tensor Autoregressive Models
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