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GAMS Classification for the NAG Library
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L10b2b : Transfer function models

G13BAF    Multivariate time series, filtering (pre-whitening) by an ARIMA model
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

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