nag_rand_agarchII (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