Factor and Autoregressive Models for Tensor Time Series

Documentation for package ‘tensorTS’ version 1.0.2

matAR.RR.est	Estimation for Reduced Rank MAR(1) Model
matAR.RR.se	Asymptotic Covariance Matrix of One-Term Reduced rank MAR(1) Model
mplot	Plot Matrix-Valued Time Series
mplot.acf	Plot ACF of Matrix-Valued Time Series
predict.tenAR	Predict funcions for Tensor Autoregressive Models
taxi.sim.AR	Simulate taxi data by tenAR models
taxi.sim.FM	Simulate taxi data by factor models
tenAR.est	Estimation for Autoregressive Model of Tensor-Valued Time Series
tenAR.sim	Generate TenAR(p) tensor time series
tenFM.est	Estimation for Tucker structure Factor Models of Tensor-Valued Time Series
tenFM.rank	Rank Determination for Tensor Factor Models with Tucker Structure
tenFM.sim	Generate Tensor Time series using given Factor Process and Factor Loading Matrices