GARCHMV.PRG generates an error message

[Gregory]

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.

[TomM]

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).