The RATS Software Forum

Dear Tom,

After running a multivariate GARCH model six variables including xx(1,1), xx(2,1),...,xx(3,3) are generated. Although they are easily visible, but i can not use them e.i when i use "print / xx(1,1)" instruction, the below error occurs.

## SX11. Identifier XX is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>print / xx(<<<<

Please guide how can i save them.

Thank's in advance

Those are coefficients, not "variables". What are you trying to do with them?

Thank's Tom,

Actually i want to create new series by them, is it possible?

I'm not sure what you mean. Those are just single numbers.

TomDoan wrote:I'm not sure what you mean. Those are just single numbers.

suppose i want to set each entry of a new series (i.e. XX1) to the corresponding entry of xx(i,j).

What are you trying to do with them (in the end)? Setting a whole series to a single estimated coefficient doesn't seem to make sense. You can just pull the numbers out of the %BETA vector---look at the output and see what elements they are.