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

Keyword : Univariate

g01sac   Computes a vector of probabilities for the standard Normal distribution
g01sbc   Computes a vector of probabilities for Student's t-distribution
g01tac   Computes a vector of deviates for the standard Normal distribution
g01tbc   Computes a vector of deviates for Student's t-distribution
g05pec   Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt1| + γεt1)2
g05pfc   Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
g05pgc   Generates a realization of a time series from an exponential GARCH (EGARCH) 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 (εt1 + γ)2
g13fbc   Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt1 + γ)2
g13fcc   Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt1| + γεt1)2
g13fdc   Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt1| + γεt1)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

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2012