G05HKF
|
Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-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 |