g05hkc

Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t1} + γ)^{2} 
g05hlc

Univariate time series, generate n terms of a GARCH process with asymmetry of the form (ε_{t1} + γ ε_{t1})^{2} 
g05hmc

Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process

g13aac

Univariate time series, seasonal and nonseasonal 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 (ε_{t1} + γ)^{2} 
g13fbc

Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t1} + γ)^{2} 
g13fcc

Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (ε_{t1} + γ ε_{t1})^{2} 
g13fdc

Univariate time series, forecast function for a GARCH process with asymmetry of the form (ε_{t1} + γ ε_{t1})^{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
