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 (|ε_{t − 1}| + γε_{t − 1})^{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 (ε_{t − 1} + γ)^{2} |

g13fbc | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form
(ε_{t − 1} + γ)^{2} |

g13fcc | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{2} |

g13fdc | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|ε_{t − 1}| + γε_{t − 1})^{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 |

© The Numerical Algorithms Group Ltd, Oxford UK. 2012