arch_rnd Simulate an ARCH sequence of length t with AR coefficients b and CH coefficients a. arch_rnd (a, b, t) a: CH coefficients b: AR coefficients t: Length of ARCH sequence 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