V Index Page
Keyword Index for the NAG C Library
NAG C Library Manual
Keyword : VARMA
g05pcc
Generates a realisation of a multivariate time series from a VARMA model
g13ddc
Multivariate time series, estimation of VARMA model
V Index Page
Keyword Index for the NAG C Library
NAG C Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2005