A Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual
Keyword : ARMA
g05pdc
Generates a realization of a time series from a GARCH process with asymmetry of the form
(
ε
t
−
1
+
γ
)
2
g05phc
Generates a realization of a time series from an ARMA model
A Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2012