'Generate 75 arch processes which vary by noise distribution, size of ar parameters, and number or arch terms
for !1=1 to 5
smpl 1 100
genr white!1=nrnd
for !2=1 to 5
smpl 1 100
genr alpha0!2=1
genr alpha1!2=.8
genr alpha3!2=.2
genr phi!2=.2*!2
genr alpha2!2=.5
smpl 1 3 
genr arch1err!1=0
genr arch2err!1=0
genr arch3err!1=0
genr arch1y!1!2=0
genr arch2y!1!2=0
genr arch3y!1!2=0
smpl 2 100
genr arch1err!1=white!1*@sqr(alpha0!2+alpha1!2*arch1err!1(-1)^2)
genr arch1y!1!2=phi!2*arch1y!1!2(-1) +arch1err!1
smpl 3 100
genr arch2err!1=white!1*@sqr(alpha0!2+alpha1!2*arch2err!1(-1)^2+alpha2!2*arch2err!1(-2)^2)
genr arch2y!1!2=phi!2*arch2y!1!2(-1) +arch2err!1
smpl 4 100
genr arch3err!1=white!1*@sqr(alpha0!2+alpha1!2*arch3err!1(-1)^2+alpha2!2*arch3err!1(-2)^2+alpha3!2*arch3err!1(-3)^2)
genr arch3y!1!2=phi!2*arch3y!1!2(-1) +arch3err!1
next
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