'Estimate GARCH(1,1) model with t-distributed errors

'change path to program path

%path=@runpath

cd"{%path}"

'load workfile

load F:\fyl\bylw\jjsj

series y=fa

set sample to 2 202

sample s0 2 2

sample s1 3 202

smpl s1

'get starting values from Gaussian ARCH

equation eq1

eq1.arch y c

show eq1.output

'declare and innitialize parameters

coef(1) mu = eq1.c(1)

coef(1) omega = eq1.c(2)

coef(1) alpha =eq1.c(3)

coef(1) beta =eq1.c(4)

coef(1) tdf=3

' set presample values of expressions in logl

smpl s0

series sig2 = omega(1)

series res = 0

!pi = @acos(-1)

'set up GARCH likelihood

logl ll l

ll l.append @logl logl

ll l.append sig2 =omega(1)+alpha(1)*res(-1)^2+beta(1)*sig2(-1)

ll l.append z =res^2/sig2/(tdf(1)-2)+1

ll l.append logl = @gammalog((tdf(1)+1)/2)-@gammalog(tdf(1)/2)-log(!pi)/2-

log(tdf(1)-2)/2-log(sig2)/2 - (tdf(1)+1)*log(z)/2

'estimate and display output

smpl s1

ll l.ml(showopts,m=1000,c=le-5)

show ll l.output

上面是程序，运行时老是告诉我是非法名字，这是怎么回事，我抓拍的问题图片在附件里谢谢各位拉！