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 
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 
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 
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
