nag_rand_egarch (g05pgc) Example Program Results
Realization Number 1
I HT(I) ET(I)
--------------------------------------
1 2.5098 0.5526
2 2.1785 -1.8383
3 3.3844 1.2180
4 2.6780 1.3672
5 2.0953 -1.8178
6 3.2813 -0.0343
7 2.9958 -0.5094
8 3.0815 1.3978
9 2.3961 -0.0070
10 2.2445 0.6661
Realization Number 2
I HT(I) ET(I)
--------------------------------------
1 1.9327 -2.2795
2 3.5577 -1.2249
3 4.1461 0.6424
4 3.4455 -2.9920
5 5.9199 0.5777
6 4.8221 -1.2894
7 5.3174 -1.6473
8 6.1095 6.1689
9 3.1579 2.2935
10 2.2189 0.1141