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 (εt1 + 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