mplot.acf

Plot ACF of matrix-valued time series, can be also used to plot ACF of a given slice of a tensor-valued time series.

Factor and autoregressive models for matrix and tensor valued time series. We provide functions for estimation, simulation and prediction. The models are discussed in
Li et al (2021) <arXiv:2110.00928>, Chen et al (2020) <DOI:10.1080/01621459.2021.1912757>,
Chen et al (2020) <DOI:10.1016/j.jeconom.2020.07.015>, and Xiao et al (2020) <arXiv:2006.02611>.

Zebang Li

tensorTS

Factor and Autoregressive Models for Tensor Time Series

Ruofan Yu

Rong Chen

Yuefeng Han

Han Xiao

Dan Yang

mplot.acf function

<dl><dt>xx</dt>
<dd>\(T \times d_1 \times d_2\) matrix-valued time series. Note that the number of mode is 3, where the first mode is time.</dd></dl>

Arguments

Plot ACF of Matrix-Valued Time Series — mplot.acf

<dl>

<dt>xx</dt>
<dd>\(T \times d_1 \times d_2\) matrix-valued time series. Note that the number of mode is 3, where the first mode is time.</dd>

</dl>

mplot.acf: Plot ACF of Matrix-Valued Time Series

Description

Usage

Value

Arguments

Examples