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update examples (#142)
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examples/Project.toml

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@@ -8,4 +8,4 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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[compat]
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Plots = "= 1.4.3"
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ScoreDrivenModels = "= 0.1.3"
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ScoreDrivenModels = "= 0.1.10"

examples/R_replication_scripts/garch.R

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library("rugarch")
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bg96 <- read.csv("./test/data/BG96.csv", header = FALSE)
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bg96 <- read.csv("../../test/data/BG96.csv", header = FALSE)
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spec = ugarchspec(mean.model = list(armaOrder = c(0, 0), include.mean = FALSE, archm = FALSE,
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archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE))

examples/cpichg.jl

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using DelimitedFiles, Random, ScoreDrivenModels, Statistics, Plots
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# Load historical Consumer Price Index data
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y = vec(readdlm("../test/data/cpichg.csv"))
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# Set RNG seed to guarantee consistent results
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Random.seed!(123)
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# Load historical Consumer Price Index data
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y = vec(readdlm("../test/data/cpichg.csv"))
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# Specify GAS model: a student's t model with location scale transformation
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# (see /src/distributions/non_native_dists.jl in the repository)
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gas = Model(1, 1, TDistLocationScale, 0.0, time_varying_params=[1, 2])

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