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

Keyword : VARMA

G05PCF   Generates a realisation of a multivariate time series from a VARMA model
G13DCF   Multivariate time series, estimation of VARMA model

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