G01SAF
| Computes a vector of probabilities for the standard Normal distribution |
G01SBF
| Computes a vector of probabilities for the Student's -distribution |
G01TAF
| Computes a vector of deviates for the standard Normal distribution |
G01TBF
| Computes a vector of deviates for Student's -distribution |
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 |
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 |
G13FBF
| Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form |
G13FCF
| Univariate time series, parameter estimation for a GARCH process with asymmetry of the form |
G13FDF
| Univariate time series, forecast function for a GARCH process with asymmetry of the form |
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 |