EViews.com

Hi all, I am using the diagonal VEC-GARCH(1,1) model to carry out a regression (N=3) and I am a bit confused by the notation of the A and B matrices. These are the representations that I obtain from EViews: Variance and Covariance Equations: ===================== GARCH1 = M(1,1) + A1(1,1)*RESID1(-1)...