Dear all,
As a beginner to R, specially to rmgarch package, I have been struggling to
understand what the arguments in "dccspec", "dccfit", "dccforecast" and
 "dccsim" functions are for. Thanks to Alexios and the "help()" in R, I am
getting used to some of them.
But still I can't understand what the "dccOrder" argument in the "dccspec"
function is for? May one explain this for me please?

My objective is to estimate and simulate a VAR(2) model allowing for GARCH
effect in its innovations:
X_t =A1*X_{t-1} + A2*X_{t-2} + error.




Thanks
Mamush

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