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GAMS Classification for the NAG Library
NAG Library Manual

L10a1c4 : Other

G13BBF    Multivariate time series, filtering by a transfer function model
G13MEF    Computes the iterated exponential moving average for a univariate inhomogeneous time series
G13MFF    Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned
G13MGF    Computes the exponential moving average for a univariate inhomogeneous time series

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GAMS Classification for the NAG Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2013