G05PEF | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |

G05PFF | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

G05PGF | Generates a realization of a time series from an exponential GARCH (EGARCH) process |

G13AAF | Univariate time series, seasonal and non-seasonal differencing |

G13ABF | Univariate time series, sample autocorrelation function |

G13ACF | Univariate time series, partial autocorrelations from autocorrelations |

G13ADF | Univariate time series, preliminary estimation, seasonal ARIMA model |

G13AEF | Univariate time series, estimation, seasonal ARIMA model (comprehensive) |

G13AFF | Univariate time series, estimation, seasonal ARIMA model (easy-to-use) |

G13AGF | Univariate time series, update state set for forecasting |

G13AHF | Univariate time series, forecasting from state set |

G13AJF | Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model |

G13ASF | Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF |

G13CAF | Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window |

G13CBF | Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |

G13CEF | Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |

G13CFF | Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |

G13FAF | 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} |

G13FBF | 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} |

G13FCF | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |

G13FDF | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |

G13FEF | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

G13FFF | Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |

G13FGF | Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process |

G13FHF | Univariate time series, forecast function for an exponential GARCH (EGARCH) process |

© The Numerical Algorithms Group Ltd, Oxford UK. 2011