{ "_id": "6a1ea33bb25058d4daad7676", "Package": "HDTSA", "Type": "Package", "Title": "High Dimensional Time Series Analysis Tools", "Version": "1.0.6", "Authors@R": "c(person(\"Jinyuan\", \"Chang\", role = \"aut\",\nemail = \"changjinyuan@swufe.edu.cn\"),\nperson(\"Jing\", \"He\", role = c(\"aut\"), email = \"he_jing@swufe.edu.cn\"),\nperson(\"Chen\", \"Lin\", role = c(\"aut\", \"cre\"), email = \"linchen@smail.swufe.edu.cn\"),\nperson(\"Qiwei \", \"Yao\", role = \"aut\", email = \"q.yao@lse.ac.uk\"))", "Date": "2026-03-30", "Author": "Jinyuan Chang [aut], Jing He [aut], Chen Lin [aut, cre], Qiwei\nYao [aut]", "Maintainer": "Chen Lin ", "Description": "An implementation for high-dimensional time series\nanalysis methods, including factor model for vector time series\nproposed by Lam and Yao (2012) and\nChang, Guo and Yao (2015) ,\nmartingale difference test proposed by Chang, Jiang and Shao\n(2023) , principal component\nanalysis for vector time series proposed by Chang, Guo and Yao\n(2018) , cointegration analysis\nproposed by Zhang, Robinson and Yao (2019)\n, unit root test proposed by\nChang, Cheng and Yao (2022) , white\nnoise tests proposed by Chang, Yao and Zhou (2017)\n and Chang et al. 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