L10b2b: Transfer function models


g13bac   nag_tsa_arma_filter
Multivariate time series, filtering (pre-whitening) by an ARIMA model
g13bdc   nag_tsa_transf_prelim_fit
Multivariate time series, preliminary estimation of transfer function model
g13bec   nag_tsa_multi_inp_model_estim
Estimation for time series models
g13bjc   nag_tsa_multi_inp_model_forecast
Forecasting function

NAG C Library
GAMS Classification Index
Up (L10b2)
Previous (L10b2a)
© The Numerical Algorithms Group Ltd, Oxford UK. 2002