GAMS Classification Index
NAG C Library Manual

L10c: Multivariate time series (search also classes J1, L3e3 and L10b)

g13dbc   nag_tsa_multi_auto_corr_part
Multivariate time series, multiple squared partial autocorrelations
g13dlc   nag_tsa_multi_diff
Multivariate time series, differences and/or transforms
g13dmc   nag_tsa_multi_cross_corr
Multivariate time series, sample cross-correlation or cross-covariance matrices
g13dnc   nag_tsa_multi_part_lag_corr
Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels
g13dpc   nag_tsa_multi_part_regsn
Multivariate time series, partial autoregression matrices
g13dxc   nag_tsa_arma_roots
Calculates the zeros of a vector autoregressive (or moving average) operator

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© The Numerical Algorithms Group Ltd, Oxford UK. 2002