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#include <oxstd.h>
#include <oxdraw.h>
#import <packages/MGarch1/mgarch>
main()
{
decl n; //Modda
//
n = 1; //
while (n < 50) //
{
//--- Ox code for MG@RCH( 8)
decl model = new MGarch();
model.Load("M:\\THESHIT\\Dataset\\TD3.in7");
model.Deterministic(-1);
model.Select(Y_VAR, {"rS", 0, 0});
model.Select(Y_VAR, {"rF", 0, 0});
model.Select(Y_VAR, {"rS", 1, 4});
model.Select(Y_VAR, {"rF", 1, 4});
model.Select(X_VAR, {"Var1", 1, 1}); // Her skulle e haft modellen te  ti inn "Var1", "Var2", "Var3", etc. kort sagt auka Var mÊ n
model.CSTS(0,1);
model.DISTRI(STUDENT);
model.ARMA_ORDERS(0,0);
model.GARCH_ORDERS(1,1);
model.VARIANCE_TARGETING(0);
model.MODEL(SCALAR_BEKK);
model.MLE(QMLE);
model.SetSelSample(6, 1, 201 + n , 1); //Modda
model.Initialization(<>);
model.PrintOutput(1);
model.DoEstimation();
model.FORECAST(1,1);
model.FORECASTING();
decl Varf;
Varf=model.GetVarf_vec();
for (decl i=0;i<model.m_cN;++i)
model.Append_out(Varf[][i],sprint("Var_f",model.a_namesY[i]));
decl covf_vec;
covf_vec=model.GetCovf_vec();
for (decl i=0;i<columns(covf_vec);++i)
model.Append_out(covf_vec[][i],model.GetCovfNames()[i]);
model.Save("M:\\THESHIT\\Dataset\\TD3.in7");
delete model;
++n; // Modda
}
}