Dear All, I want to estimate Bivariate Garch Model using MGARCHBEKK package. I am not able to understand some part of the command this function. mvBEKK.est(eps=lrdata, order = c(1,1), params = NULL, fixed = NULL, method = "BFGS", verbose = F) Here what exactly the eps refers to ? It would be really useful if somebody can suggest me the meaning. With regards, Upananda -- You may delay, but time will not. Research Scholar alternative mail id: upani@iitkgp.ac.in Department of HSS, IIT KGP KGP [[alternative HTML version deleted]]