Fitting a DCC GARCH model for time series

[Rania Mab]

Hello,
I am a master student and i am currently preparing my master thesis that investigate the relationship between macroeconomic variables.
My empirical approach is based on a DCC GARCH model to study the dynamic correlation among them in order to determine the impact of each variable on each other.
I am having difficulties in establishing the DCC GARCH model, in fact i am having difficulties in identifying the mean and variance fitted models.
I really appreciate your help. Thank you!

[anduong]

Your question is unclear. You need to provide your model, data, code (if any) then it is easier to get help. Please read the mgarch dcc manual in Stata first: https://www.stata.com/manuals13/tsmgarchdcc.pdf.