# High Dimensional Time Series Analysis Tools

## Documentation for package ‘HDTSA’ version 1.0.2

- DESCRIPTION file.

## Help Pages

coint | Identifying conintegration rank of given time series
factors | Factor modeling: Inference for the number of factors
HDSReg | High dimensional stochastic regression with latent factors
MartG_test | Testing for martingale difference hypothesis in high dimension
PCA4_TS | Principal component analysis for time serise
ur.test | Testing for unit roots based on sample autocovariances
WN_test | Testing for white noise hypothesis in high dimension