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
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
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
GAMS is a service of the Mathematical and Computational Sciences Division of the Information Technology Laboratory of the National Institute of Standards and Technology
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