L10a2 : Time domain analysis

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

L10a2a:	Summary statistics	(3 routines)
L10a2b:	Stationarity analysis (search also class L10a2a)	(1 routine)
L10a2c:	Autoregressive models	(1 routine)
L10a2d:	ARMA and ARIMA models (including Box--Jenkins methods)	(9 routines)
L10a2e:	State-space analysis (e.g., Kalman filtering)	(2 routines)
L10a2f:	Analysis of a locally stationary series	(1 routine)