Extracting the residual series from MGARCH-M model

[msrahman]

Hello,
I am using following Multivariate GARCH instruction to estimate a GARCH model. I want to extract the estimated residual series stored in rv. Could you please guide me about how to do this?

Thanks.

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garch(model=garchm,mv=bekk,presample=cv0,$
rvectors=rv,hmatrices=h,$
uadjust=%pt(eps,t,rv(t)),hadjust=%pt(sqrth,t,%sqrt(%xdiag(h(t)))),$
pmethod=simplex,piters=20,init=%beta)

[TomDoan]

See page UG-302 in the Version 8 User's Guide. Those are doing standardized residuals, but you can do the same thing without the standardization.