For multivariate garch models things are a little tricky, and doing this from the GUI is not exactly trivial. This is why specialised functions (eg. GetResids) are provided.thanks. This is now fixed!
It would be nice to have an easy way of saving matrices as variables in the existing dataset (for example, in the case of DCC /BEKK).
------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------