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1 parent db66a25 commit 769f6f0Copy full SHA for 769f6f0
examples/garch.jl
@@ -19,7 +19,7 @@ function ScoreDrivenModels.jacobian_link!(aux::AuxiliaryLinAlg{T}, ::Type{Normal
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return
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end
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-# Load (TODO: what is this data?) data
+# Load daily German mark/British pound exchange rates data
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y = vec(readdlm("../test/data/BG96.csv"))
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# Set initial parameters as observed mean and variance of the series
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