*

* AR(1) models for each

*

equation(constant) Aeq A 1

equation(constant) Beq B 1

group ar1 Aeq Beq

garch(p=1,q=1,model=ar1,mv=dcc,pmethod=simplex,piter=20,method=bfgs,iters=600,trace) / A B

equation Aeq A

#constant A{3}

equation(constant) Beq B

#constant B{1}

group mod Aeq Beq

garch(p=1,q=1,model=mod,mv=dcc,pmethod=simplex,piter=20,method=bfgs,iters=600,trace) / A B

谢谢！再次……