| g05hac | nag_arma_time_series ARMA time series of n terms |
| g05hkc | nag_generate_agarchI Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| g05hlc | nag_generate_agarchII Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g05hmc | nag_generate_garchGJR Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05lbc | nag_rngs_students_t Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly |
| g05lhc | nag_rngs_triangular Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly |
| g05pac | nag_rngs_arma_time_series Generates a realisation of a time series from an ARMA model |