generate ARCH data set

dav
2013 7 2
0 个回答
6 次查看（30 天）

0 个投票

Hi,
I need to create an ARCH(1) data vector (1000,1). Parameters are alpha0=0.1 and alpha1 = 0.4. errors follow a standard normal distribution.
Can someone help me with this code please?
Dav

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 MATLAB 的更多信息

标签

提问:

dav
dav
2013-7-2

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by