Residuals of VARMA-GARCH Model

[lirona]

Hello,

I tried the example's code today and modified it with my variables. It now looks like this:

Code: Select all

dec vect[series] u(3)
system(model=varma)
variables brent wti sp500	
lags 1
det constant u(1){1} u(2){1} u(3){1}
end(system)
clear(zeroes) u

When I execute this code, there comes no output. The new series called U exists only out of 0. How can I get the output with the coefficients and how can I get the model's residuals out of it? Since the command garch is not included to get the full VARMA(1,1)-GARCH(1,1) model, where to put rseries=rs in?

Thank you!!