lag

G13CAF   Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window
G13CCF   Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
G13DNF   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels

NAG Fortran Library
Keyword Index
© The Numerical Algorithms Group Ltd, Oxford UK. 2004