The RATS Software Forum

how can i use SUMMARIZE command as input command to my estimation.
i entered SUMMARIZE after the estimation of bivariate BEKK GARCH (1,1) but i did not get any output. how can i apply this command to get coefficent of variables in each variation equation?

Dear Tom as you said in the previous mail i run and followed your commands, how ever i could not find what should i write for the SO ON part. but as i entered the command of print in my running part i just get a forecast of 10 steps ahead in my model specification. there is two main question 1) what...

Dear Tom I followed your suggestion to run @garchmvfore program example file for BEKK GARCH but I faced two new errors in my commands output. MAY i ask you please check my output and input file which are attached and guide me how to overcome this errors to get equations estimation. In advance, I am ...

Dear Tom
At first, i am thankful of your prompt reply to my mail in forum. i used your advice but it is not some thing that i am trying to estimate, for more clear details in my request i put it word file of attached.

Dear Tom I am trying to estimate a bivariate BEKK GARCH (1, 1) model by 283 weekly data, but I have faced bit of trouble with forecasting procedure. As you know, BEKK GARCH model with two variables follow the below basic model h_t=C^' C+B^' h_(t-1) B+A^' e_(t-1) e_(t-1)^' A Where, C ,A and B are 2*2...