rats 软件多元GARCH-M模型程序

我用rats做bivariate GARCH-in-mean模型，之前没接触过rats, 问题比较琐碎， 有两个报错，有哪位大神帮忙解惑下，十分感谢，下面是代码, 望指教，拜托拜托，毕业论文难产中。。。
open data "d:\dt.xls"
data(format=xls,org=columns) 1 4000 r illiq
dec symm[series] hhs(2,2)
clear(zeros) hhs
equation req r
# constant hhs(1,1) hhs(1,2)
equation illiqeq illiq
# constant hhs(2,1) hhs(2,2)
group garchm req illiqeq
garch(model=garchm,p=1,q=1,pmethod=simplex,piters=10,$
mvhseries=hhs)
## OP3. This Instruction Does Not Have An Option ZER
>>>>clear(zeros)<<<<
这个完全不懂，甚至不知道clear(zeros) hhs这句话是什么意思，是把hhs都赋值为0么？应该怎么改呢？

## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points  我把clear(zeros) hhs写作clear hhs后上面的报错没有了，但又出现了这个，是说有缺失值么？但数据应该没有问题


dt.xls (211 KB)

2014-3-2 14:25:32 上传

这个是我的数据

自顶！
我的程序是按照RATS User’s Guide UG–301写的：

GARCH-M
To do garch-mwith a multivariatemodel, you have to plan ahead a bit. On your
GARCHinstruction, you need to use the option MVHSERIES=SYMM[SERIES]which will
save the paths of the variances (example: MVHSERIES=HS). Your regression equations
for the means will include references to the elements of this array of series. Since
those equations need to be created in advance, you need the SYMM[SERIES]first
as well. This includes as explanatory variables in each equation all the covariances
which involve the residuals from an equation.
dec symm[series] hhs(3,3)
clear(zeros) hhs
equation jpneq xjpn
# constant hhs(1,1) hhs(1,2) hhs(1,3)
equation fraeq xfra
# constant hhs(2,1) hhs(2,2) hhs(2,3)
equation suieq xsui
# constant hhs(3,1) hhs(3,2) hhs(3,3)
group garchm jpneq fraeq suieq
garch(model=garchm,p=1,q=1,pmethod=simplex,piters=10,$
mvhseries=hhs)

继续顶起~

各位老师以及大神们帮个忙啦

DDDDDDDDDDDDDDDDDDDDDDDDDDDDDD

寻高手~~~~~

我也想知道

bottlechang 发表于 2014-3-23 16:58
寻高手~~~~~

楼主最后做出来吗？

bottlechang 发表于 2014-3-23 16:58
寻高手~~~~~

楼主最后做出来吗？