estimation problem with MCMC method

[james1229]

Hi?
I want to use MCMC procedure in SAS 9.2 to estimate the parameters from my model, the codes are as follows:

/* MCMC algrithm for estimation of the GJR-GARCH-M model */
ods graphics on;
proc mcmc data=sasuser.sh19 ntu=1000 nmc=50000 thin=10 seed=246810 monitor=(_parms_ c d);
ods select PostSummaries PostIntervals mcse ess TADpanel;
/**** parameters and their initial values ***/
parms df 8;
parms a2 0.1;
parms mu 0.2 delta1 0.1 delta2 0.1;
parms a0 0.1 a1 0.1 b1 0.2;

/**** the prior distributions for the parameters ****/
prior df ~ uniform(0,20);
prior a2 ~ uniform(-20,20);
prior a0 a1 b1 ~ uniform(0,20);
prior mu delta1 delta2 ~ uniform(-20,20);

/**** the model discription ****/
d=(zlag(y-c)>=0);
c= mu + (delta1+dalta2*a)*sqrt(abs(h));
h = a0 + (a1+a2*d)*zlag((y-c)*(y-c)) + b1*zlag(h);

model y ~ t(c,var=h,df);

run;
/****************************************************/

however, there is an error in the log window:
ERROR: The variable dalta2 was referenced but not given a value.

I took much time to find how the error happened, but failed at last.

could you help me with this problem? thanks a lot!

 

[james1229]

here is the data file

 

[jdvtr]

Typo maybe? Dalta2 should be Delta2?