BeijingAir              Beijing multi-site air pollution tensor data
CP_Inference            Inference for the Double Projection Iterations
                        (DPI) factor loading estimator in the tensor
                        time series CP-factor model
CP_MTS                  Estimating the matrix time series CP-factor
                        model
CP_TTS                  Estimating the tensor time series CP-factor
                        model
Coint                   Identifying the cointegration rank of
                        nonstationary vector time series
DGP.CP                  Generating simulated data for the example in
                        Chang et al. (2024)
Factors                 Factor analysis for vector time series
FamaFrench              Fama-French 10*10 return series
HDSReg                  Factor analysis with observed regressors for
                        vector time series
IPindices               U.S. Industrial Production indices
MartG_test              Testing for martingale difference hypothesis in
                        high dimension
PCA_TS                  Principal component analysis for vector time
                        series
QWIdata                 The national QWI hires data
SpecMulTest             Multiple testing with FDR control for spectral
                        density matrix
SpecTest                Global testing for spectral density matrix
UR_test                 Testing for unit roots based on sample
                        autocovariances
WN_test                 Testing for white noise hypothesis in high
                        dimension
predict.factors         Make predictions from a '"factors"' object
predict.mtscp           Make predictions from a '"mtscp"' object
predict.tspca           Make predictions from a '"tspca"' object
