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Hello everyone,

I'm tinkering with the mulitvariate GARCH program, GARCHMV.PRG, and I've hit a snag when it comes time to define the log-likelihood function.

The variable hf is declared as a formula

declare frml[symm] hf

which is part of the formula for the log-likelihood function.

frml logl = $
u(1) = resid(1), u(2) = resid(2), $
hx = hf(t), $
ux = %xt(u,t), uux = %outxx(ux), $
%pt(h,t,hx), %pt(uu,t,%outerxx(ux)), $
%logdensity(hx,ux)

When I run the two statements, each executed separately and in order, I get the following error message, which refers to hf.

## SX22. Expected Type SYMMETRIC(SERIES), Got SYMMETRIC Instead
>>>>hx = hf(t),<<<<

Am I doing something wrong or is the declaration for hf incorrect? Any advice would be most appreciated.

Already answered via the RATS email list (based on what you've posted here, HX is incorrectly defined as a SYMMETRIC rather than SERIES of SYMMETRICS).