肯定不对。均值方程要设置成VAR

你好，是要自己敲代码将均值方程设成VAR吗？或是在winrats上直接操作？？

set reuro = 100.0*log(euro/euro{1})
set rpound = 100.0*log(pound/pound{1})
set rsw = 100.0*log(sw/sw{1})
*
dec vect[string] longlabel(3)
compute longlabel=||"Euro","UK Pound","Swiss Franc"||
*
system(model=mvmean)
variables reuro rpound rsw
lags
det constant
end(system)
*
garch(model=mvmean,mv=bekk,robusterrors,pmethod=simplex,piters=20,$
method=bfgs,iters=500,rvectors=rd,hmatrices=hh,$
stdresids=rstd,factorby=eigen)

感谢感谢，但是我用你的方法做出来还是p值为1，不知道哪里出了问题，并报错了
SUBITERATIONS LIMIT EXCEEDED. ESTIMATION POSSIBLY HAS STALLED OR MACHINE ROUNDOFF IS MAKING FURTHER PROGRESS DIFFICULT.
TRY HIGHER SUBITERATIONS LIMIT, TIGHTER CVCRIT, DIFFERENT SETTING FOR EXACTLINE OR ALPHA ON NLPAR.
RESTARTING ESTIMATION FROM LAST ESTIMATES OR DIFFERENT INITIAL GUESSES MIGHT ALSO WORK