Estimates a Multi Index model by finding the orthogonal transformation matrix B by the MAVE and the OPG method. The model has the following form: y = g(B*x) + error, where B*x represents the Multi Index.
mknn gives an array containing the indices of the k nearest neighbors of each element in matrix y with respect to x. The parameter y is optional, if it is not given, x will be taken for y. As a measure of distance the squared euclidean distance is used.
used to specify a multiplicative seasonal ARIMA model. The arguments of the quantlet are three lists that give information about the difference orders, the ordinary ARMA part and the seasonal ARMA part.