Error term and Garch Variance term.

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apip303
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Joined: Tue Sep 11, 2012 4:39 pm

Error term and Garch Variance term.

Postby apip303 » Tue Sep 11, 2012 4:51 pm

I'm a beginer. My question is How to create error term series and GARCH variance series. I have created ARCH/GARCH model. σ_t^2=0,00000534+ 〖0.086431 e〗_(t-1)^2+ 〖0.891498 σ〗_(t-1)^2 I dont know how to create error term series and GARCH variance series. Please help me...
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