| Chapter Introduction | |
| g13abc | nag_tsa_auto_corr Sample autocorrelation function |
| g13acc | nag_tsa_auto_corr_part Partial autocorrelation function |
| g13bec | nag_tsa_multi_inp_model_estim Estimation for time series models |
| g13bjc | nag_tsa_multi_inp_model_forecast Forecasting function |
| g13bxc | nag_tsa_options_init Initialisation function for option setting |
| g13byc | nag_tsa_transf_orders Function to allocate memory to transfer function model orders |
| g13bzc | nag_tsa_trans_free Freeing function for the structure holding the transfer function model orders |
| g13cbc | nag_tsa_spectrum_univar Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cdc | nag_tsa_spectrum_bivar Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| 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 |
| g13eac | nag_kalman_sqrt_filt_cov_var One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | nag_kalman_sqrt_filt_cov_invar One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |
| g13ecc | nag_kalman_sqrt_filt_info_var One iteration step of the time-varying Kalman filter recursion using the square root information implementation |
| g13edc | nag_kalman_sqrt_filt_info_invar One iteration step of the time-invariant Kalman filter recursion using the square root information implementation with (A-1, A-1 B) in upper controller Hessenberg form |
| g13ewc | nag_trans_hessenberg_observer Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form |
| g13exc | nag_trans_hessenberg_controller Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form |
| g13xzc | nag_tsa_free Freeing function for use with g13 option setting |