L10b3a6: Spectral functions


g13cec   nag_tsa_cross_spectrum_bivar
Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
g13cfc   nag_tsa_gain_phase_bivar
Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
g13cgc   nag_tsa_noise_spectrum_bivar
Multivariate time series, noise spectrum, bounds, impulse response function and its standard error

NAG C Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002