A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : ARMA

G05PDF   Generates a realisation of a time series from a GARCH process with asymmetry of the form (εt − 1 + γ)2
G05PHF   Generates a realisation of a time series from an ARMA model
A Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2013