| Chapter Introduction | |
| 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 |
| 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 |
| G13DCF | 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 (for use before G13DCF) |
| G13DMF | Multivariate time series, sample cross-correlation or cross-covariance matrices |
| G13DNF | Multivariate time series, sample partial lag correlation matrices, chi-square statistics and significance levels |
| G13DPF | Multivariate time series, partial autoregression matrices |
| G13DSF | Multivariate time series, diagnostic checking of residuals, following G13DCF |
| 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 |