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diff --git a/help/en_US/arch_rnd.xml b/help/en_US/arch_rnd.xml new file mode 100644 index 0000000..4692e05 --- /dev/null +++ b/help/en_US/arch_rnd.xml @@ -0,0 +1,74 @@ +<?xml version="1.0" encoding="UTF-8"?> + +<!-- + * + * This help file was generated from arch_rnd.sci using help_from_sci(). + * + --> + +<refentry version="5.0-subset Scilab" xml:id="arch_rnd" xml:lang="en" + xmlns="http://docbook.org/ns/docbook" + xmlns:xlink="http://www.w3.org/1999/xlink" + xmlns:svg="http://www.w3.org/2000/svg" + xmlns:ns3="http://www.w3.org/1999/xhtml" + xmlns:mml="http://www.w3.org/1998/Math/MathML" + xmlns:scilab="http://www.scilab.org" + xmlns:db="http://docbook.org/ns/docbook"> + + <refnamediv> + <refname>arch_rnd</refname> + <refpurpose>Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a.</refpurpose> + </refnamediv> + + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + arch_rnd (a, b, t) + </synopsis> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>a:</term> + <listitem><para> CH coefficients</para></listitem></varlistentry> + <varlistentry><term>b:</term> + <listitem><para> AR coefficients</para></listitem></varlistentry> + <varlistentry><term>t:</term> + <listitem><para> Length of ARCH sequence</para></listitem></varlistentry> + </variablelist> +</refsection> + +<refsection> + <title>Description</title> + <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 + </para> + <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 + </para> + <para> +h(t) = a(1) + a(2) * e(t-1)^2 + … + a(la) * e(t-la+1)^2 +</para> +</refsection> + +<refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +a = [1 2 3 4 5]; +b = [7 8 9 10]; +arch_rnd (a, b, t) +ans = + +6.1037e+00 +5.7294e+01 +5.7390e+02 +6.3063e+03 +6.8695e+04 + ]]></programlisting> +</refsection> +</refentry> |