Grocer Function

NAME

garch_sigt - Generates garch sigmas

CALLING SEQUENCE

sigt=garch_sigt(y,x,param,nar,nma)

PARAMETERS

Input

Output

DESCRIPTION

Generates garch model sigmas over time given maximum likelihood estimates.

EXAMPLE

sigt = garch_sigt(grocer_y,grocer_x,parm1,nar,nma);

Example taken from function garch(). 

AUTHOR

Eric Dubois 2002