nag_rand_garchGJR (g05pfc) Example Program Results
Realization Number 1
I HT(I) ET(I)
--------------------------------------
1 1.8000 0.4679
2 1.6819 -1.6152
3 2.0991 0.9592
4 1.9614 1.1701
5 1.9099 -1.7355
6 2.3393 -0.0289
7 2.0377 -0.4201
8 1.8617 1.0865
9 1.8212 -0.0061
10 1.6749 0.5754
Realization Number 2
I HT(I) ET(I)
--------------------------------------
1 1.6055 -2.0776
2 2.3872 -1.0034
3 2.2724 0.4756
4 2.0133 -2.2871
5 2.8554 0.4012
6 2.4149 -0.9125
7 2.2570 -1.0732
8 2.2102 3.7105
9 3.3239 2.3530
10 3.2804 0.1388