# Univariate

 G05HKF Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 G05HLF Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 G05HMF Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process G05HNF Univariate time series, generate n terms of an exponential GARCH (EGARCH) process 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 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 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 G13FAF Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 G13FBF Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 G13FCF Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 G13FDF Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 G13FEF Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process G13FFF Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process G13FGF Univariate time series, forecast function for an exponential GARCH (EGARCH) process G13FHF Univariate time series, forecast function for an exponential GARCH (EGARCH) process

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001