The RATS Software Forum

Hi Tom

I experience a problem from graphing the residual obatined from a DCC GARCH. I believed that I was coorect with this part of the code:
...
garch(p=1,q=1,model=varh,mv=DCC,asymmetric,pmethod=simplex,piters=10,hmatrices=hh,$
rvectors=rd)
graph(footer=" ")
# rd(t)(1)
...
In order to graph the residual of the the GARCH model from country1 in the model. instead I receive the error message:

## SX22. Expected Type SERIES[REAL], Got REAL Instead
>>>># rd(t)(1)<<<<

What can then be the problem?

You need to copy that into a new series first:

set r1 = rd(t)(1)
graph(footer=" ")
# r1