G05HKF

Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t1} + \gamma)^{2} 
G05HLF

Univariate time series, generate n terms of a GARCH process with asymmetry of the form (ε_{t1} + \gamma ε_{t1})^{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 nonseasonal 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 (easytouse)

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 
G13BAF

Multivariate time series, filtering (prewhitening) by an ARIMA model 
G13BBF

Multivariate time series, filtering by a transfer function model 
G13BCF

Multivariate time series, crosscorrelations 
G13BDF

Multivariate time series, preliminary estimation of transfer function model 
G13BEF

Multivariate time series, estimation of multiinput model 
G13BGF

Multivariate time series, update state set for forecasting from multiinput model 
G13BHF

Multivariate time series, forecasting from state set of multiinput model 
G13BJF

Multivariate time series, state set and forecasts from fully specified multiinput model 
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 
G13CCF

Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window 
G13CDF

Multivariate time series, smoothed sample cross 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 
G13CGF

Multivariate time series, noise spectrum, bounds, impulse response function and its standard error 
G13DBF

Multivariate time series, multiple squared partial autocorrelations 
G13DCF

Multivariate time series, estimation of VARMA model 
G13DJF

Multivariate time series, forecasts and their standard errors 
G13DKF

Multivariate time series, updates forecasts and their standard errors 
G13DLF

Multivariate time series, differences and/or transforms (for use before G13DCF)

G13DMF

Multivariate time series, sample crosscorrelation or crosscovariance matrices

G13DNF

Multivariate time series, sample partial lag correlation matrices, χ^{2} statistics and significance levels 
G13DPF

Multivariate time series, partial autoregression matrices

G13DSF

Multivariate time series, diagnostic checking of residuals, following G13DCF 
G13EAF

Combined measurement and time update, one iteration of Kalman filter, timevarying, square root covariance filter 
G13EBF

Combined measurement and time update, one iteration of Kalman filter, timeinvariant, square root covariance filter 
G13FAF

Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t1} + \gamma)^{2} 
G13FBF

Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (ε_{t1} + \gamma)^{2} 
G13FCF

Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (ε_{t1} + \gamma ε_{t1})^{2} 
G13FDF

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

X05AAF

Return date and time as an array of integers

X05ABF

Convert array of integers representing date and time to character string

X05ACF

Compare two character strings representing date and time 
X05BAF

Return the CPU time 