Module DIRNSE in IMSLS

• IMSLS Information

• Components
  • Documentation from ITL
  • Example from ITL

DIRNSE

 
Compute estimates of the impulse response weights and noise series of a
univariate transfer function model.
 
Classes  :  L10b2b . Transfer function models
 
Type     : Fortran subroutine in IMSLS library.
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DIRNSE (NOBS, X, Y, IPRINT, NPAR, PAR, NPMA, PMA, MWTIR, MWTSN,
           WTIR, SNOISE, XPW, YPW)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of DIRNSE from IMSLS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: IRNSE)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dirnse
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dirnse