Grocer Function

NAME

garch_like - log likelihood for garch model

CALLING SEQUENCE

llik=garch_like(parm,nar,nma,y,x)

PARAMETERS

Input

Output

DESCRIPTION

Generates log likelihood for garch model. Parameters are transformed in order to ensure the positivity of the variance.

EXAMPLE

f=garch_like(p,nar,nma,grocer_y,grocer_x)

Example taken from function garch(). 

AUTHOR

Eric Dubois 2002