 Usage:  y = archest(xx,q,p)  

 

 Input:



  xx                     vector 

                         

  q                      1 or 2 (can be extended) 

                         

  p                      1 or 2 (can be extended) 

                         

 Output:



  y                      list containing 1. parameter estimates, 2. standard 

                         errors, 3. likelihood value, 4. volatility estimate 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

