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-rw-r--r--macros/arch_rnd.sci30
1 files changed, 2 insertions, 28 deletions
diff --git a/macros/arch_rnd.sci b/macros/arch_rnd.sci
index 9e3d88c..dafe6c2 100644
--- a/macros/arch_rnd.sci
+++ b/macros/arch_rnd.sci
@@ -1,23 +1,19 @@
-//Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a.
+function y = arch_rnd (a, b, t)
+//Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a.
//Calling Sequence
//arch_rnd (a, b, t)
-
//Parameters
//a: CH coefficients
//b: AR coefficients
//t: Length of ARCH sequence
-
//Description
//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
-//
//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
-//
//h(t) = a(1) + a(2) * e(t-1)^2 + … + a(la) * e(t-la+1)^2
-
//Examples
//a = [1 2 3 4 5];
//b = [7 8 9 10];
@@ -25,34 +21,12 @@
//arch_rnd (a, b, t)
//Output
// ans =
-//
// 7.2113249
// 65.479684
// 654.00814
// 7194.6572
// 78364.905
-
-
-//function res = arch_rnd (a, b, t)
-//funcprot(0);
-//lhs = argn(1)
-//rhs = argn(2)
-//if (rhs < 3 | rhs > 3)
-//error("Wrong number of input arguments.")
-//end
-//
-//select(rhs)
-//
-// case 3 then
-// res = callOctave("arch_rnd",a, b, t)
-//
-// end
-//endfunction
-
-
-function y = arch_rnd (a, b, t)
-
funcprot(0);
[nargout, nargin] = argn() ;