I have n return series. I fitted AR(1)-GARCH(1,1) to each return series. Then used PIT(residuals) to transform the residuals to uniform. Then I fitted n dim copula to the data. I simulated 1000 points from copula. Now, how can I transform these simulated points in [0,1] back using the inverse probability transform (inverse of marginal fitted by AR-GARCH).


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