用RATES 做完多元garch以后,想检验标准化残差平方的q统计量。
出现如下结果,如何破?或者如何提取标准化残差的平方?
set z1 = rd(t)(1)/sqrt(hd(t)(1,1))
set z1sq=z1^2
## SR3. Tried to Use Series Number 16, Only 6 Are Available
set z1sq=z1**2
## SR3. Tried to Use Series Number 16, Only 6 Are Available
急急在线等!!!!