nag_rand_times_garch_asym1 (g05pdc) Example Program Results


  Realization Number 1
    I            HT(I)            ET(I)
   --------------------------------------
     1           0.9440           0.3389
     2           0.8502          -1.1484
     3           2.2553           0.9943
     4           1.4918           1.0204
     5           1.3413          -1.4544
     6           2.9757          -0.0326
     7           1.6386          -0.3767
     8           1.5433           0.9892
     9           1.1477          -0.0049
    10           1.0281           0.4508

  Realization Number 2
    I            HT(I)            ET(I)
   --------------------------------------
     1           0.8691          -1.5286
     2           3.0485          -1.1339
     3           2.9558           0.5424
     4           1.6547          -2.0734
     5           4.7100           0.5153
     6           2.0336          -0.8373
     7           2.3331          -1.0912
     8           2.4417           3.8999
     9           8.7473           3.8171
    10          10.4783           0.2480