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GAMS Classification for the NAG Library
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L10b3a6 : Spectral functions

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

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013