A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : ARMA

G05PDF   Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ2
G05PHF   Generates a realisation of a time series from an ARMA model

A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013