| G05HKF | Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 |
| G05HLF | Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + \gamma 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 |
| G13AAF | Univariate time series, seasonal and non-seasonal 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 (easy-to-use) |
| 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 (εt-1 + \gamma)2 |
| G13FBF | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + \gamma)2 |
| G13FCF | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)2 |
| G13FDF | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + \gamma εt-1)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 |