generate ARCH data set
1 visualizzazione (ultimi 30 giorni)
Mostra commenti meno recenti
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
0 Commenti
Risposte (0)
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!