g13dbc | nag_tsa_multi_auto_corr_part Multivariate time series, multiple squared partial autocorrelations |
g13ddc | nag_tsa_varma_estimate Multivariate time series, estimation of VARMA model |
g13djc | nag_tsa_varma_forecast Multivariate time series, forecasts and their standard errors |
g13dkc | nag_tsa_varma_update Multivariate time series, updates forecasts and their standard errors |
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 |
g13dsc | nag_tsa_varma_diagnostic Multivariate time series, diagnostic checking of residuals, following g13ddc |
g13dxc | nag_tsa_arma_roots Calculates the zeros of a vector autoregressive (or moving average) operator |