d02pdc

Ordinary differential equations solver, initial value problems, one time step using Runge–Kutta methods 
g05pdc

Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t − 1} + γ)^{2} 
g05pec

Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t − 1} + γε_{t − 1})^{2} 
g05pfc

Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process 
g05pgc

Generates a realization of a time series from an exponential GARCH (EGARCH) process 
g05phc

Generates a realization of a time series from an ARMA model 
g05pjc

Generates a realization of a multivariate time series from a VARMA model 
g13aac

Univariate time series, seasonal and nonseasonal differencing 
g13asc

Univariate time series, diagnostic checking of residuals, following g13bec 
g13bac

Multivariate time series, filtering (prewhitening) by an ARIMA model 
g13bbc

Multivariate time series, filtering by a transfer function model 
g13bcc

Multivariate time series, crosscorrelations 
g13bdc

Multivariate time series, preliminary estimation of transfer function model 
g13bec

Estimation for time series models 
g13bgc

Multivariate time series, update state set for forecasting from multiinput model 
g13cac

Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window 
g13cbc

Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window 
g13ccc

Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window 
g13cdc

Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window 
g13cec

Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra 
g13cfc

Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra 
g13cgc

Multivariate time series, noise spectrum, bounds, impulse response function and its standard error 
g13dbc

Multivariate time series, multiple squared partial autocorrelations 
g13ddc

Multivariate time series, estimation of VARMA model 
g13djc

Multivariate time series, forecasts and their standard errors 
g13dkc

Multivariate time series, updates forecasts and their standard errors 
g13dlc

Multivariate time series, differences and/or transforms 
g13dmc

Multivariate time series, sample crosscorrelation or crosscovariance matrices 
g13dnc

Multivariate time series, sample partial lag correlation matrices, χ^{2} statistics and significance levels

g13dpc

Multivariate time series, partial autoregression matrices 
g13dsc

Multivariate time series, diagnostic checking of residuals, following g13ddc 
g13eac

One iteration step of the timevarying Kalman filter recursion using the square root covariance implementation 
g13ebc

One iteration step of the timeinvariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form

g13ecc

One iteration step of the timevarying Kalman filter recursion using the square root information implementation 
g13edc

One iteration step of the timeinvariant Kalman filter recursion using the square root information implementation with (A^{ − 1},A^{ − 1}B) in upper controller Hessenberg form

g13fac

Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the
form (ε_{t − 1} + γ)^{2} 
g13fbc

Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form
(ε_{t − 1} + γ)^{2} 
g13fcc

Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (ε_{t − 1} + γε_{t − 1})^{2} 
g13fdc

Univariate time series, forecast function for a GARCH process with asymmetry of the form (ε_{t − 1} + γε_{t − 1})^{2} 
g13fec

Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process 
g13ffc

Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process 