难得就没有大侠用过这个命令吗？

这个命令是有的，用来估计arch 、garch时序模型。findit可以找到的，我试过了
要不你就是用search dvech，net

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[TS]    dvech . . . . . . . . . . . .  Diagonal vech multivariate GARCH models
        (help dvech)

stata11里面直接就有了，我看过了，以前没有安装过的
help dvech                                                                                           dialog:  dvech               
                                                                                                   also see:  dvech postestimation
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Title

    [TS] dvech -- Diagonal vech multivariate GARCH models


Syntax

        dvech eq [eq ... eq] [if] [in] [, options]


    where each eq has the form

        (depvars = [indepvars], [noconstant])

    options                        description
    ----------------------------------------------------------------------------------------------------------------------------
    Model
      arch(numlist)                ARCH terms
      garch(numlist)               GARCH terms
      constraints(numlist)         apply linear constraints

    SE/Robust
      vce(vcetype)                 vcetype may be oim or robust

    Reporting
      level(#)                     set confidence level; default is level(95)
      nocnsreport                  do not display constraints
      display_options              control spacing and display of omitted variables and base and empty cells

    Maximization
      maximize_options             control the maximization process; seldom used
      from(matname)                initial values for the coefficients; seldom used
      svtechnique(algorithm_spec)  starting-value maximization algorithm
      sviterate(#)                 number of starting-value iterations; default is sviterate(25)

    + coeflegend                   display coefficients' legend instead of coefficient table
    ----------------------------------------------------------------------------------------------------------------------------
    + coeflegend does not appear in the dialog box.
    You must tsset your data before using dvech; see [TS] tsset.
    indepvars may contain factor variables; see fvvarlist.
    depvars and indepvars may contain time-series operators; see tsvarlist.
    by, statsby, and rolling are allowed; see prefix.
    See [TS] dvech postestimation for features available after estimation.


Menu

    Statistics > Multivariate time series > Multivariate GARCH


Description

    dvech estimates the parameters of a class of multivariate generalized autoregressive conditional-heteroskedasticity (GARCH)
    models.  Multivariate GARCH models allow the conditional covariance matrix of the dependent variables to follow a flexible
    dynamic structure.  dvech estimates the parameters of diagonal vech GARCH models in which each element of the current
    conditional covariance matrix of the dependent variables depends only on its own past and on past shocks.

按照两位好心人的步骤，我做了，可能是stata10的问题吧，在11上面就有了，不过还是要谢谢两位大侠的帮助。