Mercurial > hg > octave-lyh
diff scripts/signal/arch_rnd.m @ 3500:7923abdeb4e5
[project @ 2000-01-31 06:35:00 by jwe]
author | jwe |
---|---|
date | Mon, 31 Jan 2000 06:35:23 +0000 |
parents | 3e3e14ad5149 |
children | 38c61cbf086c |
line wrap: on
line diff
--- a/scripts/signal/arch_rnd.m +++ b/scripts/signal/arch_rnd.m @@ -15,10 +15,10 @@ ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## -*- texinfo -*- -## @deftypefn {Function File} {@var{y} =} arch_rnd (@var{a}, @var{b}, @var{t}) -## Simulate an ARCH sequence, @var{y}, of length @var{t} with AR +## @deftypefn {Function File} {} arch_rnd (@var{a}, @var{b}, @var{t}) +## Simulate an ARCH sequence of length @var{t} with AR ## coefficients @var{b} and CH coefficients @var{a}. I.e., the result -## follows the model +## @math{y(t)} follows the model ## ## @example ## y(t) = b(1) + b(2) * y(t-1) + @dots{} + b(lb) * y(t-lb+1) + e(t),