Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series (Q3779619)

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Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series
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    Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series (English)
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    1988
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    partial correlation matrices
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    MARMA(P,Q) time series
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    population correlation matrices
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    sample correlation matrices
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    cross correlation
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    multivariate time series
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    autoregressive moving average processes
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    Fortran 77
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