Hi,

I am reading Zivot's book, and since I am using R instead of S+, I need to
figure out how to reproduce the same output from garchSim compared to the
simulate.garch of S+. I assume that there is no simulate.garch in R. I am
wondering if anyone knows how to reproduce the following S+ code in R usig
garchSim:

simulate.garch(model=list(a.value=0.01,arch=0.8), n=250, rseed=196)

I tried garchSim(list(alpha=0.01,ar=0.8),n=250,rseed=196), but the simulated
series doesn't look right.

Also, how can I reproduce this S+ GARCH(2,1) series using garchSim in R:

simulate.garch(model=list(a=1.5,arch=c(0.4,0.1),garch=0.3),n=1000,
n.start=500,rseed=1996126)

Thanks,

-- 
Tom

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