RATS做VAR-MGARCH-BEKK模型，程序求助！

想用RATS做VAR-MGARCH-BEKK模型（考虑非对称效应），参考论坛帖子，用了以下代码，但是跑不出来结果，求指导！！

open data ONF.xls
cal(d) 2010:11:08
allocate 2015:09:22
data(org=obs,format=xls)

table
Series             Obs       Mean        Std Error      Minimum       Maximum
ONF                 1267 144.582928493   8.669963118 131.970200000 163.769800000
OFFF                1267 105.052026448   7.612219812  92.669767171 120.155269273

system(model=var1)
variables ONF OFFF
lags 1
det constant
end(sysytem)
garch(p=1,q=1,model=var1,distrib=t,asymmetric,mv=bek,pmethod=simplex,piters=10,hmatrices=hh,rvectors=rr) / ONF OFFF
## SX11. Identifier VAR1 is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>p=1,q=1,model=var1,<<<<
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


ONF.xls (99 KB)

2016-2-28 21:23:15 上传