已经回归出GARCH模型的均值方程和方差方程,想画个如下的冲击图,怎么操作?多谢!
RT = 0 + [AR(1)=0.071352904612]
GARCH = 1.03812465268e-05 + 0.0756079615049*RESID(-1)^2 + 0.913112899848*GARCH(-1)
RT = 0 + [AR(1)=0.045666]
GARCH = 0.000452 + 0.08664544*RESID(-1)^2 + 0.84225778*GARCH(-1)
相当于两个GARCH(1,1)的均值方程和方差方程,画出相应的图