R Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Realisation

G05PDF   Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ2
G05PHF   Generates a realisation of a time series from an ARMA model
G05PJF   Generates a realisation of a multivariate time series from a VARMA model

R Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013