Keyword : Univariate

G01SAF	Computes a vector of probabilities for the standard Normal distribution
G01SBF	Computes a vector of probabilities for the Student's $t$ -distribution
G01TAF	Computes a vector of deviates for the standard Normal distribution
G01TBF	Computes a vector of deviates for Student's $t$ -distribution
G05PEF	Generates a realisation of a time series from a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
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
G13AAF	Univariate time series, seasonal and non-seasonal differencing
G13ABF	Univariate time series, sample autocorrelation function
G13ACF	Univariate time series, partial autocorrelations from autocorrelations
G13ADF	Univariate time series, preliminary estimation, seasonal ARIMA model
G13AEF	Univariate time series, estimation, seasonal ARIMA model (comprehensive)
G13AFF	Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
G13AGF	Univariate time series, update state set for forecasting
G13AHF	Univariate time series, forecasting from state set
G13AJF	Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model
G13ASF	Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF
G13CAF	Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window
G13CBF	Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window
G13CEF	Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
G13CFF	Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
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

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Keyword Index for the NAG Library Manual

NAG Library Manual