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
ε
t
-
1
+
γ
2
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