F Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : filtering

G13BAF   Multivariate time series, filtering (pre-whitening) by an ARIMA model
G13BBF   Multivariate time series, filtering by a transfer function model

F Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
The Numerical Algorithms Group Ltd, Oxford UK. 2006