Keyword : Time series

E02DAF	Least squares surface fit, bicubic splines
G05PMF	Generates a realisation of a time series from an exponential smoothing model
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
G13AMF	Univariate time series, exponential smoothing
G13ASF	Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF
G13AUF	Computes quantities needed for range-mean or standard deviation-mean plot
G13BAF	Multivariate time series, filtering (pre-whitening) by an ARIMA model
G13BBF	Multivariate time series, filtering by a transfer function model
G13BCF	Multivariate time series, cross-correlations
G13BDF	Multivariate time series, preliminary estimation of transfer function model
G13BEF	Multivariate time series, estimation of multi-input model
G13BGF	Multivariate time series, update state set for forecasting from multi-input model
G13BHF	Multivariate time series, forecasting from state set of multi-input model
G13BJF	Multivariate time series, state set and forecasts from fully specified multi-input model
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
G13CCF	Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
G13CDF	Multivariate time series, smoothed sample cross 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
G13CGF	Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
G13DBF	Multivariate time series, multiple squared partial autocorrelations
G13DDF	Multivariate time series, estimation of VARMA model
G13DJF	Multivariate time series, forecasts and their standard errors
G13DKF	Multivariate time series, updates forecasts and their standard errors
G13DLF	Multivariate time series, differences and/or transforms
G13DMF	Multivariate time series, sample cross-correlation or cross-covariance matrices
G13DNF	Multivariate time series, sample partial lag correlation matrices, $χ^{2}$ statistics and significance levels
G13DPF	Multivariate time series, partial autoregression matrices
G13DSF	Multivariate time series, diagnostic checking of residuals, following G13DDF
G13DXF	Calculates the zeros of a vector autoregressive (or moving average) operator
G13EAF	Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter
G13EBF	Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter
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
G13MEF	Computes the iterated exponential moving average for a univariate inhomogeneous time series
G13MFF	Computes the iterated exponential moving average for a univariate inhomogeneous time series, intermediate results are also returned
G13MGF	Computes the exponential moving average for a univariate inhomogeneous time series

T Index Page

Keyword Index for the NAG Library Manual

NAG Library Manual