Grocer Function

NAME

garch_trans - Transforms garch parameters

CALLING SEQUENCE

param=garch_trans(param,k)

PARAMETERS

Input

Output

DESCRIPTION

Function to transform the a0,ar(p),ma(q) parameters of a garch(p,q) in order that the variance is always positive.

EXAMPLE

parmd = garch_trans(parm1,k); Example taken from function garch(). 

AUTHOR

Eric Dubois 2002