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| MTS-package | Multivariate Time Series |
| apca | Asymptotic Principal Component Analysis |
| archTest | ARCH test for univariate time series |
| BEKK11 | BEKK Model |
| Btfm2 | Back-Test of a Transfer Function Model with Two Input Variables |
| BVAR | Bayesian Vector Autoregression |
| 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 |
| Eccm | Extended Cross-Correlation Matrices |
| ECMvar | Error-Correction VAR Models |
| ECMvar1 | Error-Correction VAR Model 1 |
| EWMAvol | Exponentially Weighted Moving-Average Volatility |
| FEVdec | Forecast Error Variance Decomposition |
| GrangerTest | Granger Causality Test |
| 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) |
| Kronfit | Fitting a VARMA Model via Kronecker Index |
| Kronid | Kronecker Index Identification |
| Kronspec | Kronecler Index Specification |
| Lminv | MTS Internal Functions |
| MarchTest | Multivariate ARCH test |
| MCHdiag | Multivariate Conditional Heteroscadastic Model Cheking |
| MCholV | Multivariate Cholesky Volatility Model |
| mFilter | MTS Internal Functions |
| Mlm | Multivariate Linear Model |
| mq | Multivariate Ljung-Box Q Statistics |
| msqrt | Square Root Matrix |
| mtCopula | Mulivariate t-Copula Volatility Model |
| MTS | Multivariate Time Series |
| MTSdiag | Multivariate Time Series Diagnostic Checking |
| MTSplot | Multivariate Time Series Plot |
| Mtxprod | Polynomial Matrix Product |
| Mtxprod1 | Alternative Ploynomial Matrix Product |
| PIwgt | Pi Weight Matrices |
| PSIwgt | Psi Wights Matrices |
| 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 Approch |
| refsVARMA | Refining a Seasonal VARMA Model |
| refVAR | Refining a VAR Model |
| refVARMA | Refining VARMA Estimation |
| refVARs | MTS Internal Functions |
| refVARX | Refining a VARX Model |
| refVMA | Refining VMA Models |
| refVMAe | Refining VMA Estimation via the Exact Likelihood Method |
| refVMAs | MTS Internal Functions |
| REGts | Regression Model with Time Series Errors |
| revmq | MTS Internal Functions |
| 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 |
| sVARMA | Seasonal VARMA Model Estimation |
| sVARMACpp | Seasonal VARMA Model Estimation (Cpp) |
| SWfore | Stock-Watson Diffusion Index Forecasts |
| 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 |
| VAR | Vector Autoregressive Model |
| VARchi | MTS Internal Functions |
| VARecm | MTS Internal Functions |
| VARfore | MTS Internal Functions |
| VARirf | MTS Internal Functions |
| VARMA | Vector Autoregressive Moving-Average Models |
| VARMAcov | Autocovariance Matrices of a VARMA Model |
| VARMACpp | Vector Autoregressive Moving-Average Models (Cpp) |
| VARMAirf | Impulse Response Functions of a VARMA Model |
| VARMApred | VARMA Prediction |
| VARMAsim | Generating a VARMA Process |
| VARorder | VAR Order Specification |
| VARorderI | VAR order specification I |
| VARpred | VAR Prediction |
| VARpsi | VAR Psi-weights |
| VARs | VAR Model with Selected Lags |
| VARX | VAR Model with Exogenous Variables |
| VARXorder | VARX Order Specification |
| VARXpred | VARX Model Prediction |
| Vech | Half-Stacking Vector of a Symmetrix Matrix |
| VechM | Matrix constructed from output of the Vech Command. In other words, restore the original symmetric matrix from its half-stacking vector. |
| VMA | Vector Moving Averge Model |
| VMACpp | Vector Moving Averge Model (Cpp) |
| VMAe | VMA Estimation with Exact likelihood |
| VMAorder | VMA Order Specification |
| VMApred | MTS Internal Functions |
| VMAs | VMA Model with Selected Lags |
| Vmiss | VARMA Model with Missing Value |
| Vpmiss | Partial Missing Value of a VARMA Series |