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GAMS Classification for the NAG Library
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L6a20 : t distribution, time series, triangular

G05PDF    Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ2
G05PEF    Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ εt-12
G05PFF    Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
G05PGF    Generates a realisation of a time series from an exponential GARCH (EGARCH) process
G05PHF    Generates a realisation of a time series from an ARMA model
G05PMF    Generates a realisation of a time series from an exponential smoothing model
G05SNF    Generates a vector of pseudorandom numbers from a Student's t-distribution
G05SPF    Generates a vector of pseudorandom numbers from a triangular distribution

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013