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td4655183
2013 Feb 11
1
assign estimated values
Hi,
I want to assign the ar1 , ma 1 and the intercept estimated by the
following<http://r.789695.n4.nabble.com/assign-estimated-values-td4658138.html#>code
to three variables a, b and c respectively.
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[1...