| G01HBF
|
Computes probabilities for the multivariate Normal distribution |
| G05LZF
|
Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
|
| G05PCF
|
Generates a realisation of a multivariate time series from a VARMA model
|
| G13BAF
|
Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| G13BBF
|
Multivariate time series, filtering by a transfer function model |
| G13BCF
|
Multivariate time series, cross-correlations |
| G13BDF
|
Multivariate time series, preliminary estimation of transfer function model |
| G13BEF
|
Multivariate time series, estimation of multi-input model |
| G13BGF
|
Multivariate time series, update state set for forecasting from multi-input model |
| G13BHF
|
Multivariate time series, forecasting from state set of multi-input model |
| G13BJF
|
Multivariate time series, state set and forecasts from fully specified multi-input model |
| G13CCF
|
Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| G13CDF
|
Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| G13CEF
|
Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
| G13CFF
|
Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
| G13CGF
|
Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
| G13DBF
|
Multivariate time series, multiple squared partial autocorrelations |
| G13DCF
|
Multivariate time series, estimation of VARMA model |
| G13DJF
|
Multivariate time series, forecasts and their standard errors |
| G13DKF
|
Multivariate time series, updates forecasts and their standard errors |
| G13DLF
|
Multivariate time series, differences and/or transforms (for use before G13DCF)
|
| G13DMF
|
Multivariate time series, sample cross-correlation or cross-covariance matrices
|
| G13DNF
|
Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| G13DPF
|
Multivariate time series, partial autoregression matrices
|
| G13DSF
|
Multivariate time series, diagnostic checking of residuals, following G13DCF |