OPEN DATA "C:\Users\Administrator\Desktop\dcc1.xlsx"
DATA(FORMAT=XLSX,ORG=COLUMNS) 1 1220 P1 P2 P3 P4 P5 P6 P7 P8
garch(p=1,q=1,mv=dcc,pmethod=bhhh,piters=10,hmatrices=hh,rvectors=rd) /P1 P2 P3 P4 P5 P6 P7 P8
set rho12 = hh(t)(1,2)/sqrt(hh(t)(1,1)*hh(t)(2,2))
GRAPH(STYLE=LINE,HEADER="动态相关系数") 1
# RHO12