i am trying to run a python code for ARCH model
np.random.seed(13)# a0 and a1 are constant and should be greater than 0
a0 = 2
a1 = .5# Random number generator with size 1000:
y = w = np.random.normal(size=1000)
Y = np.empty_like(y)for t in range(len(y)):
Y[t] = w[t] * np.sqrt((a0 + a1*y[t-1]**2)) #Formula of ARCH(1)# simulated ARCH(1) series, looks like white noise
tsplot(Y, lags=30)
however the output is giving error as name 'tsplot' is not defined
I am trying to get graphs time series analysis ARCH model. Expecting graphs
