 Usage:  {th,liks}=bigarch(theta,et)  

 

 Input:



  theta                  columns of 2x2 ARCH and GARCH parameter matrices 

                         

  et                     time series data, tx2 

                         

 Output:



  th                     elements of upper triangular 2x2 matrix of deterministic 

                         variance components and estimated columns of 2x2 ARCH 

                         and GARCH parameter matrices 

                         

  liks                   evaluated log likelihood function 

                         

--------------------------------------------------------------

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

