L6a20: t distribution, time series, triangular


G05HKF   Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form t-1 + γ)2
G05HLF   Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)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
G05LBF   Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly
G05LHF   Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly
G05PAF   Generates a realisation of a time series from an ARMA model

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001