The RATS Software Forum

Dear Tom Doan

I followed the example 11.2 SVAR_GARCH impulse response in RATS handbook for ARCH/GARCH and Volatility model(2nd Edition)

But I have a error massage because of below the code In the example

* This computes the logl likelihood by computing the covariance
* matrix, then the square root of the oil shock variance, then the
* residuals. It has to be done in that order since current sqrthoil
* is needed in the formula for the residuals.
frml SAVRLogl = hh=SVARHMatrix(t),sqrthoil=sqrt(hh(t)(1,1)),$
ux=SVARUVector(t),%logdensity(hh,ux)

## SX11. Identifier SVARHMATRIX is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>l = hh=SVARHMatrix(<<<<
If the name isn't mistyped, it's possible that you have a poorly formatted instruction
Common errors are
* a space before the ( in an option field
* a missing space before = in a SET or FRML
* a missing $ at the end of a long line which continues to the next

Would you please give me right answer to fix it?

Above code is similar to the code in example 11.1 SVAR-GARCH-M estimation
frml garchmlogl = hhv=SVARHVMatrix(t),sqrthoil=sqrt(hhv(t)(1,1)),$
vx=bb*%xt(y,t)-SVARRHSVector(t),vv=%outerxx(vx),$ %logdensity(hhv,vx)

The code in 11.1 works! So, I used it But I have a same error like above

Regards

Both of them seem to work fine. SVARHMatrix is defined beginning at line 116. You need to run both of those straight from the start and not in pieces since there are so many things defined early on that are needed later.