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Could you upload your all code? it should be helpful to check your problem, I think. actually, original code is below. and could you check that and comparare your code and original? ' constant adjustment for log likelihood !mlog2pi = 3*log(2*@acos(-1)) ' TV_GARCH.PRG (10/10/2000) ' example program f...

That's good excel example. and a good explanation from trubador. I just add some comments. in equation y = x + (0.85*u(-1)+e)), y = c(1)*x + [ar(1) = c(2)], My code is that c(1)=1 for simplifying the coefficient. so, if you do simulation, you can easily find the c(1)=1. I also attached simulation co...

I am not sure that I catched what you means. but you can use below inputcode and translate to excel. Excel has a random generator. wfcreate AR a 1950 2000 'creating indepedent variable series x=7*@sin(@trend+1) 'creating error term with N(0,1) series u=nrnd series e=u 'creating error term with ar(1)...

I alos found some useful paper for LHS. some programers can do this, I believe.

http://www.cs.sandia.gov/DAKOTA/papers/ ... al2004.pdf

In Eviews, LHS is not possible? Matlab or other software can do LHS. attached sites help you understand. and anyone can do LHS in Eviews? I will appreciate that. http://en.wikipedia.org/wiki/Latin_hypercube_sampling http://expertvoices.nsdl.org/cornell-cs322/2008/04/28/latin-hypercube-sampling-quick...