G05PDF
| Generates a realisation of a time series from a GARCH process with asymmetry of the form |
G05PEF
| Generates a realisation of a time series from a GARCH process with asymmetry of the form |
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 -distribution |
G05SPF
| Generates a vector of pseudorandom numbers from a triangular distribution |