Undefined function or variable 'DGP'

clear all close all clc

format short

p = parpool('local', 2); qe=[0.90;0.95;0.99];

tic;

m=2000; T=200; % change your sample size here r0=0.01+1.8/sqrt(T);

swindow0=floor(r0*T); % change your minimum window size here

dim=T-swindow0+1;

%% %%%% DATA GENERATING PROCESS %%%%%%

y=DGP(T,m);

This is the first part of the code I'm trying to replicate, once I get to the last line I receive "Undefined function or variable 'DGP' ", what could it be? Maybe this function has a new name? I haven't found anything on the internet.

Thank you