SF                      Select a method from PC, SIR and DR to do point
                        prediction
SF.CI                   Conformal inference of the sufficient
                        forecasting
SF.DR                   Directional regression for sufficient
                        forecasting
SF.PC                   Principal component regression for sufficient
                        forecasting
SF.SIR                  Sliced inverse regression for sufficient
                        forecasting
dataExample             A simulated dataset
getK                    Estimate the number of common factors K
