Generalized Dynamic Principal Components


[Up] [Top]

Documentation for package ‘gdpc’ version 1.1.4

Help Pages

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