G01HBF
| Computes probabilities for the multivariate Normal distribution |
G01HDF
| Computes the probability for the multivariate Student's -distribution |
G01LBF
| Computes a vector of values for the probability density function of the multivariate Normal distribution |
G05PJF
| Generates a realisation of a multivariate time series from a VARMA model |
G05RYF
| Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution |
G05RZF
| Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
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 |
G13DDF
| 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 |
G13DMF
| Multivariate time series, sample cross-correlation or cross-covariance matrices |
G13DNF
| Multivariate time series, sample partial lag correlation matrices, statistics and significance levels |
G13DPF
| Multivariate time series, partial autoregression matrices |
G13DSF
| Multivariate time series, diagnostic checking of residuals, following G13DDF |