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@trubador

many thanks....

@trubador

thank you for your help! btw, is there any way that i can estimate my GARCH(1,1)-M state space model? can you please introduce me some other kind of software package?

im doing a garch(1,1)-m model applied in state space model, my programme is as follows: @signal r=a+b*r(-1)+d*h+e1 @state h=c(1)+c(2)*h(-1)+c(3)*e1(-1)^2 @state a=a(-1)+e2 @state b=b(-1)+e2 @evar var(e1)=1 @evar var(e2)=exp(c(5)) when i try to run this programme. it says "system contains no non...