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GAMS Classification for the NAG Library
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L10c : Multivariate time series (search also classes J1, L3e3 and L10b)

G13DBF    Multivariate time series, multiple squared partial autocorrelations
G13DDF    Multivariate time series, estimation of VARMA model
G13DJF    Multivariate time series, forecasts and their standard errors
G13DKF    Multivariate time series, updates forecasts and their standard errors
G13DLF    Multivariate time series, differences and/or transforms
G13DMF    Multivariate time series, sample cross-correlation or cross-covariance matrices
G13DNF    Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels
G13DPF    Multivariate time series, partial autoregression matrices
G13DSF    Multivariate time series, diagnostic checking of residuals, following G13DDF
G13DXF    Calculates the zeros of a vector autoregressive (or moving average) operator

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013