| Module 29.3: nag_tsa_spectral - Time Series Spectral Analysis | |
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nag_tsa_spectral_ex01 Example Text Example Data |
Calculation of the smoothed sample spectrum of a univariate time series |
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nag_tsa_spectral_ex02 Example Text Example Data |
Calculation of the smoothed sample cross spectrum of a bivariate time series |
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nag_tsa_spectral_ex03 Example Text Example Data |
Calculation of the squared coherency and the impulse causal response function |
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nag_tsa_spectral_ex04 Example Text Example Data |
Computes the univariate spectrum together with the optional 95% confidence multiplying limits, statistics and autocovariances for a univariate time series |
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nag_tsa_spectral_ex05 Example Text Example Data |
Computes the univariate logged spectrum together with the optional 95% confidence multiplying limits, statistics and frequency width of smoothing window for a univariate time series. No smoothing is carried out |
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nag_tsa_spectral_ex06 Example Text Example Data |
Computes the univariate spectrum together with the optional 95% confidence multiplying limits and statistics for a univariate time series using autocovariances data |
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nag_tsa_spectral_ex07 Example Text Example Data |
Computes the cross spectrum and the optional cross covariances for a bivariate time series |
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nag_tsa_spectral_ex08 Example Text Example Data |
Computes the cross spectrum for a bivariate time series using autocovariances data |
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nag_tsa_spectral_ex09 Example Text Example Data |
Computes the squared coherency together with the optional squared coherency lower and upper bounds, the cross amplitude spectrum and its bounds, the gain and the phase and their bounds for a univariate and bivariate spectra |
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nag_tsa_spectral_ex10 Example Text Example Data |
Computes the optional noise spectrum and its lower and upper bounds, the impulse causal and anticipatory response function and its standard error for a linear system |