def small_data():
rs = np.random.RandomState([2389280, 238901, 382908031])
mod = ZeroMean(None,
volatility=GARCH(),
distribution=Normal(random_state=rs))
sim = mod.simulate([1e-4, 0.05, 0.90], nobs=1000)
return sim.data
def simulate_2(PARS, sample_size):
zm = ZeroMean()
zm.volatility = GARCH(p=1, q=1)
sim_data = zm.simulate(PARS, sample_size)
return sim_data['data']