Hi..

Can anybody help me..

    I want to check the acf / pacf of residual squared from my garch bekk 
estimation, can anybody show me the script to do that?
    This is some of my script:

WTI_UTILITIES.mvBEKKf <- mvBEKK.est(WTI_UTILITIES.res, order = c(1,1))
mvBEKK.diag(WTI_UTILITIES.mvBEKKf)

bekk.res<-resid(WTI_UTILITIES.mvBEKKf)
class(bekk.res)
bekk.res<-as.data.frame(bekk.res)
acf((bekk.res)^2)
pacf((bekk.res)^2)

Thank You.


      
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