| Chapter Introduction |
| 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 |
| G13AUF
|
Computes quantities needed for range-mean or standard deviation-mean plot |
| G13BAF
|
Multivariate time series, filtering (pre-whitening) by an ARIMA model |
| G13BBF
|
Multivariate time series, filtering by a transfer function model |
| G13BCF
|
Multivariate time series, cross-correlations |
| G13BDF
|
Multivariate time series, preliminary estimation of transfer function model |
| G13BEF
|
Multivariate time series, estimation of multi-input model |
| G13BGF
|
Multivariate time series, update state set for forecasting from multi-input model |
| G13BHF
|
Multivariate time series, forecasting from state set of multi-input model |
| G13BJF
|
Multivariate time series, state set and forecasts from fully specified multi-input model |
| 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 |
| G13CCF
|
Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window |
| G13CDF
|
Multivariate time series, smoothed sample cross 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 |
| G13CGF
|
Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
| G13DBF
|
Multivariate time series, multiple squared partial autocorrelations |
| G13DCF
|
Multivariate time series, estimation of VARMA model |
| G13DJF
|
Multivariate time series, forecasts and their standard errors |
| G13DKF
|
Multivariate time series, updates forecasts and their standard errors |
| G13DLF
|
Multivariate time series, differences and/or transforms (for use before G13DCF)
|
| G13DMF
|
Multivariate time series, sample cross-correlation or cross-covariance matrices
|
| G13DNF
|
Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels |
| G13DPF
|
Multivariate time series, partial autoregression matrices
|
| G13DSF
|
Multivariate time series, diagnostic checking of residuals, following G13DCF |
| G13DXF
|
Calculates the zeros of a vector autoregressive (or moving average) operator |
| G13EAF
|
Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter |
| G13EBF
|
Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter |
| G13FAF
|
Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| G13FBF
|
Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| G13FCF
|
Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| G13FDF
|
Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt-1| + γ 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
|
