- G13 Introduction
- g13aa – Univariate time series, seasonal and non-seasonal differencing
- g13ab – Univariate time series, sample autocorrelation function
- g13ac – Univariate time series, partial autocorrelations from autocorrelations
- g13ad – Univariate time series, preliminary estimation, seasonal ARIMA model
- g13ae – Univariate time series, estimation, seasonal ARIMA model (comprehensive)
- g13af – Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
- g13ag – Univariate time series, update state set for forecasting
- g13ah – Univariate time series, forecasting from state set
- g13aj – Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model
- g13as – Univariate time series, diagnostic checking of residuals, following g13ae or g13af
- g13au – Computes quantities needed for range-mean or standard deviation-mean plot
- g13ba – Multivariate time series, filtering (pre-whitening) by an ARIMA model
- g13bb – Multivariate time series, filtering by a transfer function model
- g13bc – Multivariate time series, cross-correlations
- g13bd – Multivariate time series, preliminary estimation of transfer function model
- g13be – Multivariate time series, estimation of multi-input model
- g13bg – Multivariate time series, update state set for forecasting from multi-input model
- g13bh – Multivariate time series, forecasting from state set of multi-input model
- g13bj – Multivariate time series, state set and forecasts from fully specified multi-input model
- g13ca – Univariate time series, smoothed sample spectrum using rectangular, Bartlett, Tukey or Parzen lag window
- g13cb – Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window
- g13cc – Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
- g13cd – Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window
- g13ce – Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
- g13cf – Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
- g13cg – Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
- g13db – Multivariate time series, multiple squared partial autocorrelations
- g13dc – Multivariate time series, estimation of VARMA model
- g13dj – Multivariate time series, forecasts and their standard errors
- g13dk – Multivariate time series, updates forecasts and their standard errors
- g13dl – Multivariate time series, differences and/or transforms
- g13dm – Multivariate time series, sample cross-correlation or cross-covariance matrices
- g13dn – Multivariate time series, sample partial lag correlation matrices, chi ^2 statistics and significance levels
- g13dp – Multivariate time series, partial autoregression matrices
- g13ds – Multivariate time series, diagnostic checking of residuals, following g13dc
- g13dx – Calculates the zeros of a vector autoregressive (or moving average) operator
- g13ea – Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter
- g13eb – Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter
- g13fa – Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
- g13fb – Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
- g13fc – Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
- g13fd – Univariate time series, forecast function for a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
- g13fe – Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
- g13ff – Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
- g13fg – Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process
- g13fh – Univariate time series, forecast function for an exponential GARCH (EGARCH) process