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| author | bgtushar | 2017-11-30 20:31:42 +0530 |
|---|---|---|
| committer | bgtushar | 2017-11-30 20:31:42 +0530 |
| commit | f6ef6a0238d4a028e65a0a7f1f1d39ff7979dec2 (patch) | |
| tree | 9d5f3f6632568deb6f285acebd9990f4eb02171a /help/en_US/scilab_en_US_help/arch_rnd.html | |
| parent | bde72bceca94ce47e8c65886878947cf3c2445cb (diff) | |
| parent | 99b498fb0cedd8560d18f032a4cb1fcae0c1fadb (diff) | |
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Diffstat (limited to 'help/en_US/scilab_en_US_help/arch_rnd.html')
| -rw-r--r-- | help/en_US/scilab_en_US_help/arch_rnd.html | 91 |
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diff --git a/help/en_US/scilab_en_US_help/arch_rnd.html b/help/en_US/scilab_en_US_help/arch_rnd.html new file mode 100644 index 0000000..05741a1 --- /dev/null +++ b/help/en_US/scilab_en_US_help/arch_rnd.html @@ -0,0 +1,91 @@ +<html><head> + <meta http-equiv="Content-Type" content="text/html; charset=utf-8"> + <title>arch_rnd</title> + <style type="text/css" media="all"> + @import url("scilab_code.css"); + @import url("xml_code.css"); + @import url("c_code.css"); + @import url("style.css"); + </style> + </head> + <body> + <div class="manualnavbar"> + <table width="100%"><tr> + <td width="30%"> + <span class="previous"><a href="arch_fit.html"><< arch_fit</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="arch_test.html">arch_test >></a></span> + + </td> + </tr></table> + <hr /> + </div> + + + + <span class="path"><a href="index.html">FOSSEE Signal Processing Toolbox</a> >> <a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a> > arch_rnd</span> + + <br /><br /> + <div class="refnamediv"><h1 class="refname">arch_rnd</h1> + <p class="refpurpose">Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a.</p></div> + + +<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3> + <div class="synopsis"><pre><span class="functionid">arch_rnd</span><span class="default"> (</span><span class="default">a</span><span class="default">, </span><span class="default">b</span><span class="default">, </span><span class="default">t</span><span class="default">)</span></pre></div></div> + +<div class="refsection"><h3 class="title">Parameters</h3> + <dl><dt><span class="term">a:</span> + <dd><p class="para">CH coefficients</p></dd></dt> + <dt><span class="term">b:</span> + <dd><p class="para">AR coefficients</p></dd></dt> + <dt><span class="term">t:</span> + <dd><p class="para">Length of ARCH sequence</p></dd></dt></dl></div> + +<div class="refsection"><h3 class="title">Description</h3> + <p class="para">This is an Octave function. +It Simulates an ARCH sequence of length t with AR coefficients b and CH coefficients a. +The result y(t) follows the model</p> + <p class="para">y(t) = b(1) + b(2) * y(t-1) + … + b(lb) * y(t-lb+1) + e(t), +where e(t), given y up to time t-1, is N(0, h(t)), with</p> + <p class="para">h(t) = a(1) + a(2) * e(t-1)^2 + … + a(la) * e(t-la+1)^2</p></div> + +<div class="refsection"><h3 class="title">Examples</h3> + <div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabid">a</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">2</span> <span class="scilabnumber">3</span> <span class="scilabnumber">4</span> <span class="scilabnumber">5</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">b</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">7</span> <span class="scilabnumber">8</span> <span class="scilabnumber">9</span> <span class="scilabnumber">10</span><span class="scilabopenclose">]</span><span class="scilabdefault">;</span> +<span class="scilabid">arch_rnd</span> <span class="scilabopenclose">(</span><span class="scilabid">a</span><span class="scilabdefault">,</span> <span class="scilabid">b</span><span class="scilabdefault">,</span> <span class="scilabid">t</span><span class="scilabopenclose">)</span> +<span class="scilabid">ans</span> <span class="scilaboperator">=</span> + +<span class="scilabnumber">6.1037e+00</span> +<span class="scilabnumber">5.7294e+01</span> +<span class="scilabnumber">5.7390e+02</span> +<span class="scilabnumber">6.3063e+03</span> +<span class="scilabnumber">6.8695e+04</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div> + <br /> + + <div class="manualnavbar"> + <table width="100%"> + <tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr> +<tr> + <td width="30%"> + <span class="previous"><a href="arch_fit.html"><< arch_fit</a></span> + + </td> + <td width="40%" class="center"> + <span class="top"><a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a></span> + + </td> + <td width="30%" class="next"> + <span class="next"><a href="arch_test.html">arch_test >></a></span> + + </td> + </tr></table> + <hr /> + </div> + </body> +</html> |