Hello i need to simulate data for and arch and garch process, n=1000. I've been generating arch and garch data but i can't find the way to set an starting error, epsilon(t=0) and sigma(t=0) to run the command garchSim(). I generated the process on Excel and i know that for the Arch process has a mean of 10 aprox, and for Garch a mean of 25 aprox. The errors comes from a random walk y_t=epsilon_t Thanks for your time and interest. -- View this message in context: http://r.789695.n4.nabble.com/garchSim-with-starting-error-and-variance-given-tp4377772p4377772.html Sent from the R help mailing list archive at Nabble.com.