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50_nonlinear_time_series_06_singular_spectrum_analysis_02_Toeplitz-SSA.R

X1 <- sqrt(eigenvals[1]) * left.1 %*% t(eigenvecs[,1]) X2 <- sqrt(eigenvals[2]) * left.2 %*% t(eigenvecs[,2]) X3 <- sqrt(eigenvals[3]) * left.3 %*% t(eigenvecs[,3]) d ...