subscipted assignment dimension mismatch

Dear all;

I have 2 time series, two columns (attached). and just trying to use the code (attached) for the ADCC (mutlivariate) model as written by Kevin Sheppard.

Instead of calling the function direclty. I just copy and past step by step to understand what is going on. I definded the inputs as follows:

data = time series attached

(imported from my desktop) then converted to A T by K matrix of zero mean residuals by

   [T,k] = size(data);
    data2d = data;
    eta = data.*(data<0);
    data = zeros(k,k,T);

    dataAsym = [];
    m=1;
    l=1;
    n=1;
    p=1;
    o =0;
    q=1;
    gjrType = [];
    method = 'diagonal;
    composite = [];
    startingVals = [];
    options = [];

once I copy and paste the first part of the code:

if ndims(data)==2
    [T,k] = size(data);
    data2d = data;
    eta = data.*(data<0);
    data = zeros(k,k,T);
    dataAsym = zeros(k,k,T);
    for t=1:T
        data(:,:,t) = data2d(t,:)'*data2d(t,:);
        dataAsym(:,:,t) = eta(t,:)'*eta(t,:);
    end
elseif ndims(data)==3
    [k,~,T]=size(data);
    data2d = zeros(k,k,T);
    for i=1:k
        data2d(:,i) = squeeze((1-2*(dataAsym(i,i,:)==0)) .* sqrt(data(i,i,:)));
    end
else
    error('DATA must be either a K by T matrix of a K by K by T 3-dimensional array.')
end

if ~isempty(dataAsym)
    if ndims(dataAsym)~=3
        error('DATAASYM must be a K by K by T array.')
    end
    [k1,k2,T2] = size(dataAsym);
    if k1~=k || k2~=k || T2~=T
        error('DATAASYM must be a K by K by T array.')
    end
end

I got the following the error message: Subscripted assignemnt dimension mismatch"

I am using MATLAB 2013a.

please see attached data and code and advice.

[Walter Roberson]

Which line does the error occur on? Please include the complete error message, everything in red.