Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | times12 | |
Description: | Generates a GARCH process. | |
Download: | times12.xpl |
library("times") randomize(0) a = #(1, 0.45) b = #(0.5) y = genarch(a,b,250) timeplot(y)
Subject: | XploRe: Learning Guide |
See XploRe: |