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malaga
1999 Jul 30
0
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1999 18:5...
2013 Feb 11
1
assign estimated values
...ly.
Can anyone help me with this please?
code:
a0 = 0.05; a1 = 0.1; b1 = 0.85
nu = rnorm(2500)
epsi = rep(0, 2500)
h = rep(0, 2500)
for (i in 2: 2500) { h[i] = a0 + a1 * epsi[i-1]^2 + b1 * h[i-1] ; epsi[i]
= nu[i] * sqrt(h[i])}
epsi = epsi[1501:2500]
epsi=epsi*epsi
arma(epsi,order=c(1,1))
--
*Malaka Thilakaratne
Department of Mathematics and Statistics
Missouri University of Science and Technology
Rolla
MO 65401
USA*
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