Consistent Co-Trending Rank Selection


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Documentation for package ‘cotrend’ version 1.0.2

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cotrend Consistent Cotrending Rank Selection
cotrend.default Consistent Cotrending Rank Selection
example_eq3 Examples time series presented in Guo and Shintani (2011) to test their algorithm.
example_eq4 Examples time series presented in Guo and Shintani (2011) to test their algorithm.
example_eq8 Examples time series presented in Guo and Shintani (2011) to test their algorithm.
example_eq9 Examples time series presented in Guo and Shintani (2011) to test their algorithm.
print.cotrend Consistent Cotrending Rank Selection