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
WN_test                 Testing for white noise hypothesis in high
                        dimension
coint                   Identifying conintegration rank of given time
                        series
factors                 Factor modeling: Inference for the number of
                        factors
ur.test                 Testing for unit roots based on sample
                        autocovariances
