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GAMS Module ACFS in STARPAC


ACFS

 
Compute and optionally print a two-part auto- and partial correlation analysis
of a series, select the order of an autoregressive process which models the
series, and estimate the parameters of this model; use user-supplied control
values; return autocovariance function, and order and parameter estimates of
selected autoregressive model.
 
Classes  :  L10a2a .  Time series summary statistics
            L10a2c1 . Autoregressive model identification
 
Type     : Fortran subroutine in STARPAC library.
Access   : Public domain. Portable.
Precision: Single.
 
Usage    : CALL ACFS (Y, N, LAGMAX, LACOV, ACOV, IAR, PHI, NPRT, LDSTAK)
 
Details  : Documentation Fullsource Source
Sites    : (1) ARNO (2) ITL
 

Implementation of ACFS from STARPAC on ARNO

 
ARNO:      Silicon Graphics Origin 2000, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.
 
Those logged in to arno.nist.gov or amur.nist.gov may access this module as
follows.
 
   Link         : See starpac man page.
   Documentation: Help Packages starpac Doc-By-Subprogram ACFS
   Source       : Help Packages starpac source ACFS
   Example      : Help Packages starpac examples
 

Implementation of ACFS from STARPAC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 myprog myprog.f -lstarpac
   Documentation: help Package starpac Doc-By-Subprogram ACFS
   Source       : help packages starpac source ACFS
   Fullsource   : starsrcx acfs


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This page was generated on Sat Sep 20, 2008 at 03:31:42 UTC