taxi.sim.FM

Simulate tensor time series by factor models, using estimated coefficients by taxi data.
Simulate tensor time series by tensor factor models, using estimated autoregressive coefficients and loading matrices from taxi data.

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

taxi.sim.FM function

<dl><dt>t</dt>
<dd>length of output series.</dd>
<dt>print.tar.coef</dt>
<dd>print autoregressive coefficients, default FALSE.</dd>
<dt>print.loading</dt>
<dd>print loading matrices, default FALSE.</dd>
<dt>seed</dt>
<dd>random seed.</dd></dl>

Arguments

Simulate taxi data by factor models — taxi.sim.FM

<dl>

<dt>t</dt>
<dd>length of output series.</dd>


<dt>print.tar.coef</dt>
<dd>print autoregressive coefficients, default FALSE.</dd>


<dt>print.loading</dt>
<dd>print loading matrices, default FALSE.</dd>


<dt>seed</dt>
<dd>random seed.</dd>

</dl>

taxi.sim.FM: Simulate taxi data by factor models

Description

Usage

Value

Arguments

See Also

Examples