generate ARCH data set

10 vues (au cours des 30 derniers jours)

dav le 2 Juil 2013

Hi,

I need to create an ARCH(1) data vector (1000,1). Parameters are alpha0=0.1 and alpha1 = 0.4. errors follow a standard normal distribution.

Can someone help me with this code please?

Dav

Sciences Physics Condensed Matter & Materials Physics

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