# Data from file arch.dat distributed with Introduction to
# Time Series and Forecasting by Peter J. Brockwell and
# Richard A. Davis, Springer 1996
# (C) 1996 Springer-Verlag New York, Inc.
# Realization of ARCH(1) series with alpha_0 = 1 and alpha_1 = .5
# described in Example 10.3.1, p. 342
 -.101355e+01
 -.168211e+01
  .104029e+01
  .985784e+00
 -.131961e+01
 -.803609e+00
 -.288701e+01
  .210878e+01
 -.268281e+00
  .858064e+00
  .492011e+00
 -.162168e+00
  .941766e+00
  .437785e+00
 -.125363e+00
 -.129451e+00
 -.876922e+00
 -.488898e+00
  .162297e+01
 -.200320e+01
  .500549e+00
  .250123e+00
  .996765e-01
  .163869e+00
  .336381e+00
  .902020e+00
 -.528072e+00
  .286300e+00
 -.630887e+00
  .116472e+01
 -.723992e+00
 -.639224e+00
 -.135492e+01
 -.749616e+00
 -.599741e+00
 -.778347e-01
  .129447e+01
 -.128831e+01
  .187492e+01
  .128856e+01
 -.105468e+01
  .227486e+01
  .100660e+01
 -.728828e+00
 -.212430e+01
 -.183754e+01
  .984889e+00
  .248686e+01
  .307813e+01
 -.324455e+01
  .531681e+01
  .150303e+01
 -.828745e-01
 -.842369e+00
  .373040e+00
 -.853078e-01
 -.131759e+01
 -.215189e+01
  .216304e+01
  .173853e+01
 -.222773e+00
  .102996e+01
  .202383e+01
  .245668e+00
  .130272e+01
  .174678e+01
 -.285966e+01
 -.181547e+01
  .108626e+01
 -.215432e+01
 -.162235e+01
  .145769e+01
 -.250290e+01
  .126890e+01
 -.525460e+00
 -.907593e+00
 -.188934e+00
 -.110608e+01
 -.943354e+00
 -.147292e-01
  .231616e+00
  .138043e+01
  .487798e+00
 -.268855e+01
 -.242464e+01
 -.134487e+01
  .628651e+00
 -.133968e+01
  .195642e+01
  .847626e+00
  .594306e+00
 -.217491e+01
  .754918e+00
  .490916e+00
  .582665e+00
 -.301341e+00
  .132124e+01
  .595694e+00
 -.153245e+00
 -.746443e+00
 -.111193e+01
 -.378027e+00
  .231969e+00
 -.120001e+01
 -.119269e+01
  .250447e+00
 -.205031e+01
  .163843e+01
 -.645118e+00
 -.169739e+01
 -.588867e-01
  .131931e+01
 -.112562e+01
  .168085e+01
  .163506e+00
 -.104547e+01
  .118535e+01
  .224080e+01
 -.225722e+01
  .192877e+01
  .819275e+00
  .697692e+00
  .635818e+00
  .122295e+01
 -.112987e+01
 -.205499e+00
 -.384440e+00
  .141070e+01
  .123587e+01
  .126744e+01
  .133784e+01
 -.267230e-01
  .645883e+00
  .178928e+00
 -.161791e+00
 -.307458e+00
 -.580723e+00
 -.110164e+01
 -.137933e+01
  .547576e+00
 -.815064e+00
 -.335339e-02
  .123844e+01
 -.177770e+01
  .109694e+01
  .219262e+01
  .455372e+00
 -.660330e+00
  .224298e+00
  .278706e+00
  .270109e+00
 -.100159e+01
  .456701e-01
 -.107646e+01
  .227249e+00
 -.596774e+00
  .157869e+01
 -.124838e+01
  .550844e+00
  .746526e+00
  .254587e+01
  .493826e+00
  .347773e+00
 -.182195e+01
 -.655292e-01
 -.524766e+00
  .378948e-01
  .425999e+00
 -.471676e+00
  .714013e+00
 -.134651e+00
 -.681963e-01
 -.105925e-01
  .753309e+00
  .347309e+00
  .106841e+01
  .138407e+01
  .163594e+01
  .151277e+01
 -.149033e+01
 -.915394e+00
 -.119669e+01
 -.151425e+01
 -.770610e+00
 -.101162e+01
  .206809e+01
  .271754e+01
  .186343e+00
  .182441e+00
 -.140647e+00
 -.350760e+00
 -.144298e+00
  .253532e+01
 -.677270e+00
 -.406767e+00
 -.975275e+00
 -.462556e+00
  .183376e-01
 -.110222e+01
  .725045e+00
 -.199413e+01
  .621805e+00
 -.121531e+01
 -.188516e+01
  .547281e+00
 -.372552e+00
 -.109254e+01
 -.348642e+00
 -.144037e+00
 -.135605e+01
  .110150e+01
 -.133703e+00
 -.853597e+00
 -.511746e+00
  .300171e+00
 -.133870e+00
  .938694e+00
 -.365470e+01
 -.952961e+00
  .153611e+01
  .126533e+01
  .125111e+01
 -.168943e+01
 -.249716e+00
 -.288923e+00
 -.571701e+00
  .728538e-01
 -.378456e+00
 -.738546e+00
 -.368807e+00
  .668229e-01
 -.527631e+00
  .479572e+00
  .308060e+00
  .176406e+01
 -.157954e+00
 -.579728e+00
 -.971710e+00
  .221514e+00
 -.193529e+00
  .119767e+01
 -.423051e+00
 -.722897e-01
  .617851e+00
 -.145247e+01
  .164797e+01
  .573313e+00
  .121956e+01
  .749903e+00
 -.954864e+00
 -.206595e+01
  .220673e+01
  .453842e+01
 -.222435e-01
  .187762e+00
 -.300198e+00
  .339434e+00
 -.743949e+00
  .242086e+00
  .190047e+01
  .542494e+00
  .126606e+01
 -.539219e+00
  .561875e+00
 -.136647e+01
 -.990829e+00
 -.786517e+00
 -.112391e+01
  .439561e+00
  .539162e+00
  .634644e+00
  .473687e-01
  .800371e-01
  .423945e+00
 -.196973e+00
 -.116878e+01
  .141511e+01
 -.141165e+01
  .103719e+01
 -.118231e+01
 -.130414e+01
 -.511521e+00
 -.238474e-01
 -.192921e+01
 -.376424e+01
  .168090e+01
 -.797440e+00
  .140210e+01
  .167806e+00
 -.608498e+00
  .791991e+00
  .194491e+01
  .883507e+00
  .688794e-01
  .199374e+01
 -.192580e+01
  .253003e+01
  .162416e+01
  .132339e+01
  .104970e+01
  .444477e+00
  .156566e+01
  .165384e+00
  .163599e+01
  .326360e+00
  .296795e-01
  .129962e+01
 -.226675e+01
  .142476e+01
 -.296869e+00
  .119212e+01
 -.250043e+01
 -.452212e+00
 -.112801e+01
  .946433e+00
  .103575e+01
 -.351186e+00
  .800863e+00
  .762285e+00
  .998375e+00
 -.424937e+00
 -.194627e+00
  .233002e+01
  .330633e+00
  .734486e+00
 -.180361e+01
 -.990198e+00
  .559537e+00
 -.223198e+01
  .329908e+01
 -.179738e+01
 -.701077e-01
  .357977e+00
  .789978e+00
  .616958e+00
 -.273859e+00
 -.418298e-02
 -.172293e+01
  .622732e-01
 -.146188e+01
 -.548509e+00
 -.110843e+01
 -.627633e-01
 -.811952e+00
  .146419e+01
  .226585e+01
  .763811e+00
 -.177062e+01
  .815492e+00
 -.182029e+00
 -.271128e+00
 -.131839e+01
  .135275e+01
 -.181742e+01
 -.308815e+00
 -.853160e+00
 -.199674e+01
  .507745e+01
  .385231e+00
  .434120e+00
 -.157149e+01
  .175491e+01
  .451963e+00
  .318048e+00
 -.521482e+00
  .510396e+00
  .624020e+00
  .804103e+00
 -.975186e+00
  .377458e+00
  .116719e+01
 -.189733e+01
  .553309e+00
  .103694e+00
 -.114769e+01
  .484491e+00
  .161335e+00
 -.439112e+00
 -.993415e-01
 -.122326e+01
  .302378e+01
  .304355e+01
  .115005e+00
  .354725e-01
 -.100631e+01
 -.881448e+00
 -.116209e+01
  .934699e+00
 -.160450e+01
  .258586e+01
  .611338e+00
 -.901373e+00
  .307146e+00
 -.121589e+01
  .612093e-01
 -.580808e+00
  .337406e+00
 -.235261e+01
 -.957130e+00
 -.451366e+00
 -.388717e+00
  .135321e+00
 -.482259e+00
  .563535e+00
 -.120295e+01
  .144237e+01
  .639261e+00
 -.716843e-01
 -.122907e+01
  .225393e+01
  .124637e+01
 -.222091e+00
 -.100751e+00
  .123882e+01
 -.215622e+01
  .876247e+00
 -.530427e-01
  .224169e+01
 -.250683e+00
 -.807096e+00
  .300674e+00
  .587865e+00
 -.569777e+00
 -.127087e+00
  .110400e+00
  .643313e+00
 -.857497e+00
  .246471e+00
 -.753901e+00
 -.520824e+00
 -.671954e+00
  .267896e+00
  .884508e+00
 -.309413e+00
  .620368e+00
 -.242609e+01
 -.356285e+01
  .486093e+01
 -.164449e+01
 -.190470e+00
 -.104001e+01
 -.410741e+00
 -.680833e+00
 -.153373e+01
  .255479e+00
  .583138e+00
  .302798e+00
 -.162341e+01
  .191151e+01
 -.152166e+01
 -.388606e+01
 -.564889e+01
 -.712048e+01
  .117547e+01
 -.185187e+01
  .156003e+01
 -.555900e+00
  .529596e+00
 -.101573e+01
  .627538e+00
  .186977e+01
 -.276689e+01
 -.252613e+01
 -.146061e+01
  .177564e+00
  .131656e+01
 -.575915e+00
  .145202e+01
 -.266682e+00
  .304237e+00
  .837268e+00
 -.845560e+00
  .876428e+00
 -.340793e-01
  .211244e+00
 -.129295e+01
 -.136958e-01
  .144945e+01
  .146233e+01
 -.121982e+00
  .141006e+01
 -.194658e+01
  .293827e+00
 -.105889e+01
  .112790e+01
 -.168090e+01
  .197365e+01
  .127172e+01
  .122751e+01
  .911764e+00
 -.374042e+00
  .165732e+00
 -.631530e+00
  .294220e+01
  .750345e+00
 -.370516e+00
 -.239512e+01
  .267804e+01
 -.604864e+00
 -.241291e+01
 -.979181e+00
  .865470e+00
  .220248e+00
 -.217549e+01
 -.442862e+01
  .210865e+01
  .317141e+00
 -.856156e+00
  .155807e+01
  .202851e+01
 -.157761e+01
  .720802e+00
  .969352e+00
 -.296421e-01
 -.728534e+00
 -.276022e+01
  .139603e+01
 -.167906e+01
  .833093e+00
 -.623889e+00
  .388728e+00
 -.727856e+00
 -.118767e+01
  .133203e+01
 -.383200e+00
 -.562155e-01
  .761378e+00
  .111559e+00
  .372916e+00
 -.293470e+00
 -.487272e+00
 -.959171e+00
 -.129411e+00
  .600478e+00
 -.574251e+00
 -.248565e+00
  .131481e+01
 -.471585e+00
  .523057e+00
  .130966e+01
 -.961109e-01
 -.108577e+01
  .102341e+01
 -.318254e+01
  .391221e+01
 -.701166e+00
  .359187e+00
 -.532470e+00
  .128867e+01
  .972147e+00
  .177387e+01
  .175425e+01
 -.295058e+00
  .121699e+01
  .446902e+00
 -.120162e+01
 -.261477e+00
 -.176382e+01
  .304414e+00
 -.187508e+01
  .314134e+01
 -.131981e+01
  .361814e+00
  .545726e+00
  .217859e+01
  .324916e+01
  .484300e+01
  .212834e+01
 -.173056e+01
 -.966904e-01
 -.188166e+01
 -.315559e+01
 -.130266e+01
  .163429e+01
 -.106902e+01
 -.141414e+01
  .200784e+01
 -.852353e+00
  .985091e+00
 -.724209e+00
 -.290278e+00
  .630703e+00
  .110324e+01
 -.429884e+00
 -.169282e+01
  .177031e+01
 -.351252e+01
 -.619086e+01
  .375553e+01
  .862520e+00
 -.194450e+01
 -.838761e+00
  .559749e+00
  .895351e+00
  .111255e+01
  .199386e+01
  .125773e+01
  .281536e+01
 -.283505e+01
 -.155344e+01
  .742245e-01
  .516374e+00
  .575006e+00
 -.320394e+00
 -.414359e+00
  .133187e+01
 -.451644e+00
  .532754e+00
 -.113335e+01
  .114242e+01
 -.124689e+01
 -.395690e+01
  .404971e+01
  .612643e+00
 -.132552e+01
  .659734e+00
 -.701414e+00
  .140235e+00
  .952573e+00
  .101574e+01
 -.216414e+00
 -.115530e+00
  .333769e+00
  .200794e+00
  .359742e+00
 -.126449e+01
  .661820e+00
  .358545e+00
 -.158779e+01
 -.418693e+00
  .204828e+00
  .405402e+00
 -.408919e+00
  .223308e+00
 -.149832e+00
  .462735e+00
  .401567e+00
  .722905e+00
 -.279562e+01
 -.159374e+01
  .194127e+01
 -.437355e-01
  .228941e+00
 -.779973e+00
 -.466008e-01
 -.106307e+01
 -.242745e+01
 -.636204e+00
 -.362164e+00
 -.130303e-01
  .812186e-01
 -.136896e+00
  .771771e+00
  .183594e+01
  .122216e+01
  .805695e+00
 -.139671e+01
  .167787e+01
  .145181e+01
  .524829e+00
  .814892e+00
 -.227874e+01
  .117061e+01
 -.531388e+00
  .662690e+00
 -.892017e+00
 -.833641e+00
  .582395e+00
 -.197242e+01
 -.308687e+01
 -.187365e+01
 -.166649e+01
  .760768e+00
 -.943844e+00
 -.109563e+01
  .137607e+01
  .131230e+01
  .133436e+01
  .109487e+01
  .105241e+01
 -.158577e+01
 -.741937e+00
 -.627794e+00
 -.340383e+00
  .367945e+00
 -.137825e+01
 -.669322e+00
 -.161907e+01
  .326524e+01
 -.738711e+00
  .387241e+00
 -.379716e+00
 -.331257e-01
 -.102971e+01
 -.853045e+00
 -.252414e+01
  .911400e+00
  .255343e+01
  .134065e+00
 -.120104e+01
  .318673e+01
 -.238834e+01
  .144584e+01
  .162266e+01
 -.200512e+01
 -.225879e+01
  .120713e+01
 -.860496e+00
  .152866e+00
  .886302e+00
  .233703e+01
  .143923e+01
 -.146302e+01
  .155576e+01
 -.325737e+00
 -.976514e+00
  .866765e+00
 -.136835e+01
  .277734e+00
  .793583e+00
  .107568e+01
 -.142610e+01
 -.495349e-01
  .113704e+01
 -.205124e+01
  .836473e+00
 -.804186e+00
  .214042e+00
  .455257e+00
  .862144e+00
 -.540252e+00
  .112192e+01
 -.155053e+01
  .166065e+01
 -.141436e+01
 -.897396e+00
 -.182754e+01
  .105914e+01
 -.144579e+00
 -.153263e+01
  .784999e+00
  .631227e+00
 -.711558e+00
 -.317008e+00
 -.993093e+00
  .300972e+00
 -.733670e+00
 -.133602e+00
 -.166926e+00
 -.104232e+01
 -.157257e+01
  .137978e+01
 -.123566e+01
  .241093e+01
  .679307e+00
  .391375e+00
  .136457e+01
  .156092e+01
  .821067e+00
  .118552e+01
 -.794165e+00
  .446200e+00
 -.149299e-02
  .400099e+00
  .111173e+01
 -.213241e+01
  .397847e+01
 -.603017e-02
 -.220140e+01
  .274695e+01
 -.909939e+00
 -.643260e+00
 -.238908e+01
  .220678e+01
 -.703736e+00
  .824608e+00
  .729900e-01
  .944964e+00
  .178024e+01
  .345878e+00
  .207236e+00
 -.134423e+01
  .426624e+00
  .825611e+00
  .101265e+01
  .136144e+00
 -.128815e+01
  .310254e+00
 -.648467e+00
 -.158362e+01
  .666539e+00
 -.238064e+00
  .319676e+00
  .533691e+00
 -.106481e+01
  .106517e+01
  .185494e+01
  .167049e+01
 -.138413e+01
  .417753e+00
  .618208e+00
  .649218e+00
 -.362160e-01
 -.657296e+00
  .489892e+00
  .235571e+01
  .168055e+01
  .217502e+01
  .907440e+00
  .161488e+01
  .160313e+01
  .128541e+01
 -.162709e+01
  .113326e+01
 -.108752e+01
  .118979e+01
  .110771e+01
 -.206884e+01
  .102273e+01
  .935369e+00
  .131134e-01
 -.139893e+01
 -.365049e+00
  .382829e+00
 -.208873e+00
 -.660365e+00
 -.777735e+00
 -.915025e+00
 -.133827e+01
  .155411e+01
  .325730e+00
 -.257418e+00
  .485903e+00
 -.142031e+01
  .141975e+01
  .230799e+01
 -.232879e+01
 -.292825e+01
 -.406412e+01
 -.154767e+01
 -.231691e+01
  .177471e+01
 -.340313e-01
  .586505e+00
  .538159e+00
  .637767e+00
  .364852e+00
 -.557468e+00
 -.120926e+01
  .968944e+00
 -.145529e+00
 -.917163e+00
  .126199e+01
  .171166e+01
  .558570e+00
 -.314850e+00
  .978664e+00
  .324043e+00
 -.576933e-01
  .239096e+00
 -.719845e+00
  .161289e+00
 -.555689e+00
  .483858e+00
 -.599451e+00
  .409633e+00
 -.410495e-01
  .775547e+00
  .438002e-01
  .487270e+00
 -.176212e+01
 -.957101e+00
 -.777814e-02
  .153160e+01
  .890646e+00
  .121747e+01
 -.139567e+01
  .119337e+01
  .122302e+01
  .354468e+00
  .216048e+01
 -.110011e+00
 -.412332e+00
  .121550e+01
  .108504e+01
 -.456160e+00
  .134194e+01
 -.313764e+00
  .144153e+00
 -.223130e+00
  .143922e+01
 -.261954e+01
 -.353979e+01
  .192340e+01
 -.386456e+00
  .171236e+01
  .262146e+01
 -.190398e+00
 -.208156e+00
 -.404361e+00
 -.255735e+01
  .368302e+00
  .157282e+01
  .142158e+01
 -.719473e+00
  .168613e+01
 -.122460e+01
  .342563e+00
  .190953e+00
  .261754e+00
 -.315637e+00
 -.114546e+01
  .405397e-01
 -.247909e+00
  .538315e+00
  .991627e+00
  .170741e+01
 -.381128e+00
  .336484e+01
  .234813e+00
 -.112097e+01
 -.701615e+00
 -.557603e-01
  .439024e+00
  .219432e+00
 -.436027e+00
  .153772e+01
  .233747e+00
  .244548e+01
 -.197738e+01
  .159221e+01
  .188610e+01
 -.306090e+01
  .400916e+00
 -.179270e+00
  .778021e+00
  .119380e+01
  .322269e+00
 -.841754e+00
 -.201030e+00
 -.740376e+00
 -.373996e+00
  .192656e+01
  .214720e+01
  .174092e+01
 -.263356e+01
 -.779062e+00
 -.317441e+00
  .136667e+01
 -.157611e+01
  .241022e+01
  .237175e+01
  .216215e+01
  .192325e+00
 -.182642e+01
 -.133890e+01
 -.676456e+00
  .156236e+01
  .380462e+00
  .894430e-01
 -.224363e-01
 -.180275e+00
  .953843e+00
 -.124598e+01
  .622927e+00
  .870172e+00
 -.644725e+00
 -.310258e+00
  .103382e+01
  .100697e+01
 -.126357e+01
  .104453e+01
 -.114647e+01
  .101972e+00
 -.122713e+01
  .784379e-01
 -.135826e+01
 -.217017e+01
 -.567233e+00
  .195039e+01
 -.299332e+01
  .535105e+01
  .423388e+01
 -.718369e+00
 -.488591e+00
  .504523e+00
 -.530991e+00
  .198784e+00
  .393453e+00
 -.453050e+00
  .196249e+01
 -.356562e+01
  .230134e+01
  .165581e+01
 -.109676e+01
  .934414e+00
 -.125115e+01
 -.613446e+00
 -.705860e+00
 -.973277e+00