| g01hbc
|
Computes probabilities for the multivariate Normal distribution |
| g05eac
|
Set up reference vector for multivariate Normal distribution |
| g05ezc
|
Pseudo-random multivariate Normal vector from reference vector |
| g05lzc
|
Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
|
| g05pcc
|
Generates a realisation of a multivariate time series from a VARMA model
|
| g13bac
|
Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| g13bbc
|
Multivariate time series, filtering by a transfer function model |
| g13bcc
|
Multivariate time series, cross-correlations |
| g13bdc
|
Multivariate time series, preliminary estimation of transfer function model |
| g13ccc
|
Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| g13cdc
|
Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cec
|
Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
| g13cfc
|
Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
| g13cgc
|
Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
| g13dbc
|
Multivariate time series, multiple squared partial autocorrelations |
| g13dlc
|
Multivariate time series, differences and/or transforms |
| g13dmc
|
Multivariate time series, sample cross-correlation or cross-covariance matrices
|
| g13dnc
|
Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| g13dpc
|
Multivariate time series, partial autoregression matrices
|