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{SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 737 "# Must include func
tion library: open and compile library.mws first.\n# ARCH Model Select
ion Test Suite\n#\n# Seed: seed used for the initial trial (calling ra
nd successively will produce the same data) \n# N: number of trials\n#
 T: number of data per trial\n# p: true model order (used to generate \+
data)\n# alpha: p parameter values are chosen randomly to guarantee st
ationarity from a uniform distribution as follows: \n#        0 <= alp
ha[0] <= 1\n#        0 <= alpha[1] <= 1\n#        0 <= alpha[2] <= 1-a
lpha[1]\n#        0 <= alpha[3] <= 1-alpha[1]-alpha[2] \n#            \+
   ...\n#        0 <= alpha[p] <= 1-alpha[1]-alpha[2]- ... alpha[p-1] \+
\n#\n# pmax: candidate model range from p=1 .. pmax\n#\n# Stats: crite
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{MPLTEXT 1 0 26 "currentdir(\"C:\\\\ARCH\\\\\"):\n" }}}{EXCHG {PARA 0 
"> " 0 "" {MPLTEXT 1 0 20 "Seed := randomize();" }}{PARA 11 "" 1 "" 
{XPPMATH 20 "6#>%%SeedG\"+G0'Q;\"" }}}{EXCHG {PARA 0 "> " 0 "" 
{MPLTEXT 1 0 0 "" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 16 "randomi
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{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 17 "Nfilename := 200:" }}}
{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "N := 10:" }}}{EXCHG {PARA 0 "
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{MPLTEXT 1 0 8 "T0 := T:" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 10 
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p := 2:\ncurrentdir(cat(\"C:\\\\ARCH\\\\arch\",p,\"-\",T,\"-\",Nfilena
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\ncurrentdir(cat(\"C:\\\\ARCH\\\\arch\",p,\"-\",T,\"-\",Nfilename,\"\\
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 := 5:\ncurrentdir(cat(\"C:\\\\ARCH\\\\arch\",p,\"-\",T,\"-\",Nfilenam
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