auto.gdpc |
Automatic Fitting of Generalized Dynamic Principal Components |
components |
Generic Function for Getting Components From an Object |
components.gdpcs |
Get Generalized Dynamic Principal Components From a gdpcs Object |
fitted.gdpcs |
Get Reconstructed Time Series From a gdpcs Object |
gdpc |
Generalized Dynamic Principal Components |
ipi91 |
Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan |
plot.gdpc |
Plot Generalized Dynamic Principal Components |
plot.gdpcs |
Plot Generalized Dynamic Principal Components |
pricesSP50 |
Stock Prices of the First 50 Components of S&P500 |