Samrat,
These procedures are to estimate the models, but I want to generate an
articifial ARCH(1) series.
Best,
Remigijus
On 12/2/2010 12:58 PM, Samrat Sanyal wrote:
remigijus,
you can always use the drop-down sub-menu item "ARCH" or "GARCH"
from
the menu item 'model' in the toolbar of the main gretl window.
Hope This is useful.
Samrat
On Thu, Dec 2, 2010 at 2:23 PM, Remigijus Lapinskas
<remigijus.lapinskas(a)mif.vu.lt <mailto:remigijus.lapinskas@mif.vu.lt>>
wrote:
Dear All,
How can one generate ARCH or GARCH process in gretl?
Thank you,
Remigijus
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Thanks and Regards,
Samrat Sanyal
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