Hello,

I tried to use the command Ox Batch Code for G@RCH, but appeared the following message:

Runtime error: 'Append_in' undefined member function

Runtime error occurred in main(36), call trace: 

C:\ooo.ox (36): main" 

how do I fix this problem?

Thanks

Aurelio Rodrigues

#include <oxstd.h>

#include <oxdraw.h>

#import <packages/MGarch1/mgarch>

main()

{

//--- Ox code for MG@RCH( 2)

decl model = new MGarch();

model.Load("C:\\data.xls");

model.Deterministic(-1);

model.Select(Y_VAR, {"DLP", 0, 0});

model.Select(Y_VAR, {"DLV", 0, 0});

model.CSTS(1,1);

model.DISTRI(NORMAL);

model.ARMA_ORDERS(1,1);

model.GARCH_ORDERS(1,1);

model.VARIANCE_TARGETING(0);

model.MODEL(DCC);

model.MLE(QMLE);

model.UGARCH_MODELS(GARCH);

model.UGARCH_TRUNC(1000);

model.UGARCH_PrintOutput(1);

model.UGARCH_ARFIMA(0);

model.ONE_STEP(0);

model.TSE_LAGS(0);

model.SetSelSampleByDates(dayofcalendar(2004, 1, 4), dayofcalendar(2008, 8, 7));

model.Initialization(<>);

model.PrintOutput(1);

model.DoEstimation();

for (decl i=0;i<model.m_cN;++i)

{

model.Append_in(model.m_dH[][i],sprint("CondVar_",model.a_namesY[i]));

}

decl cov_vec;

cov_vec=model.GetCov_vec();

for (decl i=0;i<columns(cov_vec);++i)

model.Append_in(cov_vec[][i],model.GetCovNames()[i]);

decl Varf;

Varf=model.GetVarf_vec();

for (decl i=0;i<model.m_cN;++i)

model.Append_out(Varf[][i],sprint("Var_f",model.a_namesY[i]));

decl covf_vec;

covf_vec=model.GetCovf_vec();

for (decl i=0;i<columns(covf_vec);++i)

model.Append_out(covf_vec[][i],model.GetCovfNames()[i]);

model.Save("C:\\data.xls");

delete model;

}