| 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 |