G05HKF
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Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form εt-1+γ2 |
G05HLF
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Univariate time series, generate n terms of a GARCH process with asymmetry of the form εt-1+γ εt-12 |
G05HMF
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Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
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G05HNF
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Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
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G05LBF
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Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly
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G05LHF
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Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly |
G05PAF
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Generates a realisation of a time series from an ARMA model |