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Hello Tom,

This is a part of GARCHMV example. I have two questions
1) How to forecast actual (xjpn), actual series
2) When I run this code @MVGarchfore seems to run fine but when I give print command for hh or print us, I don't get any thing in out put.

victor wrote:Hello Tom,

This is a part of GARCHMV example. I have two questions
1) How to forecast actual (xjpn), actual series

Just use a standard FORECAST instruction on the model.

victor wrote: 2) When I run this code @MVGarchfore seems to run fine but when I give print command for hh or print us, I don't get any thing in out put.

You have to extract the information from the HH and US, which are series of SYMMETRICS and VECTORS, respectively. See the end of the GARCHMV.RPF example.