library("times")
randomize(0)
; - - parameter settings
alpha=#(0.1015,0.1342,0.1347,0.078129)
beta=#(0.1,0.095)
theta=-2
gamma=0.207891
n=1000
; - - create EGARCH process
y=genegarch(alpha,beta,theta,gamma,n)
y{1}
y{2}
graphic=createdisplay(2,1)
show(graphic,1,1,setmask(1:n~y{1},"line","thin","blue"))
show(graphic,2,1,setmask(1:n~y{2},"line","thin","blue"))
setgopt(graphic,1,1,"xlabel", "y", "title", "EGARCH(3,2)","yvalue",0|1)
setgopt(graphic,2,1,"xlabel", "y", "title", "conditional Variance","yvalue",0|1)