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- Fri Mar 16, 2012 10:07 am
- Forum: Help With Programming
- Topic: Create a non linear regression series
- Replies: 1
- Views: 4985
Create a non linear regression series
Hi guys, I have been given 4 equations and have been told i have to generate data for a Garch-m series. I am have a lot of trouble trying to generate this series. The equations i have are: y_t = 2.0+3.0*x_t+0.8*(h_t)**0.5+e_t, z_t=%RAN(1) , v_t=%RAN(1) , x_t=1.0+0.6*x_t-1+z_t , h_t=1.0+0.4*(e_t-1)**...