| g05hkc
|
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
|
Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g05hmc
|
Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
|
| g13aac
|
Univariate time series, seasonal and non-seasonal differencing |
| g13asc
|
Univariate time series, diagnostic checking of residuals, following g13bec |
| g13cac
|
Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| g13cbc
|
Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cec
|
Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
| g13cfc
|
Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
| g13fac
|
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
|
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
|
Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g13fdc
|
Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| g13fec
|
Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
|
| g13ffc
|
Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
|
© The Numerical Algorithms Group Ltd, Oxford UK. 2002