| g13fac | nag_estimate_agarchI Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| g13fbc | nag_forecast_agarchI Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| g13fcc | nag_estimate_agarchII Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g13fdc | nag_forecast_agarchII Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g13fec | nag_estimate_garchGJR Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13ffc | nag_forecast_garchGJR Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| L10a2a: | Summary statistics | (3 routines) |
| L10a2b: | Stationarity analysis (search also class L10a2a) | (1 routine) |
| L10a2c: | Autoregressive models | (1 routine) |
| L10a2d: | ARMA and ARIMA models (including Box--Jenkins methods) | (2 routines) |
| L10a2e: | State-space analysis (e.g., Kalman filtering) | (6 routines) |
| L10a2f: | Analysis of a locally stationary series | (1 routine) |