BEKK11                  BEKK Model
BVAR                    Bayesian Vector Autoregression
Btfm2                   Back-Test of a Transfer Function Model with Two
                        Input Variables
Corner                  Compute the Corner table for transfer function
                        model specification
ECMvar                  Error-Correction VAR Models
ECMvar1                 Error-Correction VAR Model 1
EWMAvol                 Exponentially Weighted Moving-Average
                        Volatility
Eccm                    Extended Cross-Correlation Matrices
FEVdec                  Forecast Error Variance Decomposition
GrangerTest             Granger Causality Test
Kronfit                 Fitting a VARMA Model via Kronecker Index
Kronid                  Kronecker Index Identification
Kronpred                Prediction of a fitted VARMA model via Kronfit,
                        using Kronecker indices
Kronspec                Kronecler Index Specification
Lminv                   MTS Internal Functions
MCHdiag                 Multivariate Conditional Heteroscedastic Model
                        Checking
MCholV                  Multivariate Cholesky Volatility Model
MTS-package             Multivariate Time Series
MTSdiag                 Multivariate Time Series Diagnostic Checking
MTSplot                 Multivariate Time Series Plot
MarchTest               Multivariate ARCH test
Mlm                     Multivariate Linear Model
Mtxprod                 Polynomial Matrix Product
Mtxprod1                Alternative Polynomial Matrix Product
PIwgt                   Pi Weight Matrices
PSIwgt                  Psi Wights Matrices
REGts                   Regression Model with Time Series Errors
REGtspred               Prediction of a fitted regression model with
                        time series errors
RLS                     Recursive Least Squares
SCCor                   Sample Constrained Correlations
SCMfit                  Scalar Component Model Fitting
SCMid                   Scalar Component Identification
SCMid2                  Scalar Component Model Specification II
SCMmod                  Scalar Component Model specification
SWfore                  Stock-Watson Diffusion Index Forecasts
VAR                     Vector Autoregressive Model
VARMA                   Vector Autoregressive Moving-Average Models
VARMACpp                Vector Autoregressive Moving-Average Models
                        (Cpp)
VARMAcov                Autocovariance Matrices of a VARMA Model
VARMAirf                Impulse Response Functions of a VARMA Model
VARMApred               VARMA Prediction
VARMAsim                Generating a VARMA Process
VARX                    VAR Model with Exogenous Variables
VARXirf                 Impluse response function of a fitted VARX
                        model
VARXorder               VARX Order Specification
VARXpred                VARX Model Prediction
VARorder                VAR Order Specification
VARorderI               VAR order specification I
VARpred                 VAR Prediction
VARpsi                  VAR Psi-weights
VARs                    VAR Model with Selected Lags
VMA                     Vector Moving Average Model
VMACpp                  Vector Moving Average Model (Cpp)
VMAe                    VMA Estimation with Exact likelihood
VMAorder                VMA Order Specification
VMAs                    VMA Model with Selected Lags
Vech                    Half-Stacking Vector of a Symmetric Matrix
VechM                   Matrix constructed from output of the Vech
                        Command.  In other words, restore the original
                        symmetric matrix from its half-stacking vector.
Vmiss                   VARMA Model with Missing Value
Vpmiss                  Partial Missing Value of a VARMA Series
apca                    Asymptotic Principal Component Analysis
archTest                ARCH test for univariate time series
backtest                Backtesting of a scalar ARIMA model
ccm                     Cross-Correlation Matrices
comVol                  Common Volatility
dccFit                  Dynamic Cross-Correlation Model Fitting
dccPre                  Preliminary Fitting of DCC Models
diffM                   Difference of multivariate time series
hfactor                 Constrained Factor Model
ibmspko                 Monthly simple returns of the stocks of
                        International Business Machines (IBM) and Coca
                        Cola (KO) and the S&P Composite index (SP)
mq                      Multivariate Ljung-Box Q Statistics
msqrt                   Square Root Matrix
mtCopula                Multivariate t-Copula Volatility Model
qgdp                    Quarterly real gross domestic products of
                        United Kingdom, Canada, and the United States
refECMvar               Refining Error-Correction Model for VAR series
refECMvar1              Refining ECM for a VAR process
refKronfit              Refining VARMA Estimation via Kronecker Index
                        Approach
refREGts                Refining a Regression Model with Time Series
                        Errors
refSCMfit               Refining Estimation of VARMA Model via SCM
                        Approach
refVAR                  Refining a VAR Model
refVARMA                Refining VARMA Estimation
refVARX                 Refining a VARX Model
refVMA                  Refining VMA Models
refVMAe                 Refining VMA Estimation via the Exact
                        Likelihood Method
refsVARMA               Refining a Seasonal VARMA Model
sVARMA                  Seasonal VARMA Model Estimation
sVARMACpp               Seasonal VARMA Model Estimation (Cpp)
sVARMApred              Prediction of a fitted multiplicative seasonal
                        VARMA model
tenstocks               Monthly simple returns of ten U.S. stocks
tfm                     Transfer Function Model
tfm1                    Transfer Function Model with One Input
tfm2                    Transfer Function Model with Two Input
                        Variables
