按照User's Giude的例子做多元GARCH模型,到这一步
set z1 = rd(t)(1)/sqrt(hd(t)(1,1))
set z2 = rd(t)(2)/sqrt(hd(t)(2,2))
set z3 = rd(t)(3)/sqrt(hd(t)(3,3))
vcv(matrix=cc)
# z1 z2 z3
提示有错误
## SX11. Identifier RD is Not Recognizable. Incorrect Option Field or Parameter Order?
>>>>set z1 = rd(<<<<
可是,这是给的例子,为什么会有错误?
给如何解决?