R Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Realization

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
g05pjc   Generates a realization of a multivariate time series from a VARMA model

R Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012