A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
Keyword : ARMA
G05PDF
Generates a realization of a time series from a GARCH process with asymmetry of the form
(
ε
t
-
1
+
γ
)
2
G05PHF
Generates a realization of a time series from an ARMA model
A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2011