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Subject: XploRe: Learning Guide
See XploRe:
Quantlet: times12
Description: Generates a GARCH process.
Download: times12.xpl
Code:
library("times")
randomize(0)
a = #(1, 0.45)
b = #(0.5)
y = genarch(a,b,250)
timeplot(y)
Subject: XploRe: Learning Guide
See XploRe:
© MD*Tech - Method and Data Technologies, generated on 6.6.2000 .