Undefined function or variable 'DGP'

2018 4 15
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clear all close all clc
format short
p = parpool('local', 2); qe=[0.90;0.95;0.99];
tic;
m=2000; T=200; % change your sample size here r0=0.01+1.8/sqrt(T);
swindow0=floor(r0*T); % change your minimum window size here
dim=T-swindow0+1;
%% %%%% DATA GENERATING PROCESS %%%%%%
y=DGP(T,m);
This is the first part of the code I'm trying to replicate, once I get to the last line I receive "Undefined function or variable 'DGP' ", what could it be? Maybe this function has a new name? I haven't found anything on the internet.
Thank you

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