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


G13DBF   Multivariate time series, multiple squared partial autocorrelations
G13DCF   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 (for use before G13DCF)
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 G13DCF
G13DXF   Calculates the zeros of a vector autoregressive (or moving average) operator

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001