odpc

CRANodpcMaRDI QIDQ113850FDOQ113850

One-Sided Dynamic Principal Components

Daniel Peña

Last update: 2 March 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.0.5

Cites work

• Forecasting Multiple Time Series With One-Sided Dynamic Principal Components

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