nag_rand_times_garch_asym2 (g05pec) Example Program Results


  Realization Number 1
    I            HT(I)            ET(I)
   --------------------------------------
     1           0.6400           0.2790
     2           0.5336          -0.9098
     3           0.7780           0.5840
     4           0.6491           0.6731
     5           0.5670          -0.9456
     6           0.8275          -0.0172
     7           0.6593          -0.2390
     8           0.5639           0.5980
     9           0.5005          -0.0032
    10           0.4303           0.2917

  Realization Number 2
    I            HT(I)            ET(I)
   --------------------------------------
     1           0.3874          -1.0205
     2           0.7594          -0.5659
     3           0.7371           0.2709
     4           0.6013          -1.2499
     5           1.1133           0.2505
     6           0.8638          -0.5457
     7           0.8014          -0.6395
     8           0.8013           2.2341
     9           1.0003           1.2908
    10           0.9002           0.0727