Perform MEFM Estimation on Matrix Time Series

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Documentation for package ‘MEFM’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

est_FM	Estimation of factor models on matrix time series
est_MEFM	Estimation of MEFM on matrix time series
gen_MEFM	Data generation of matrix time series with MEFM structure
make_gamma	Aggregation of estimated error
make_xy	Construction of series for testing MEFM
qHat	Estimated theta quantile based on a given series
sigmaD_MEFM	HAC covariance estimator for asymptotic normality on each row j of loading matrix estimator