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