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GAMS Classification for the NAG C Library
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
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

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2005