ARCH model

Return data from simulation

archdata(a, b, n, sd = 0.1)

Arguments

a

a numeric number before squre function.

b

a numeric number for linear location.

n

a numeric number of data length.

sd

a numeric number for standard deviation of normal noise

Value

a numeric vector of simulation data from ARCH model.

See also

Other Yasuyuki Takayanagi: ardata(), cosdata(), expardata(), garchdata(), ldata(), lleplot(), lle(), lndata()

Examples

n <- 500  #even number
data <- archdata(0.1, 0.4, n)
length(data)
#> [1] 500
lle(data)
#>  [1] 0.9592554 0.9093531 0.8381703 0.6523953 1.0118020       NaN       NaN
#>  [8]       NaN       NaN       NaN       NaN       NaN       NaN       NaN
#> [15]       NaN       NaN       NaN       NaN       NaN       NaN       NaN