nag_rand_times_garch_exp (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