error G0025: Undefined symbol _paxnum

_paxnum is from the pgraph library. If you add the statement:

library pgraph;

to the top of your program, which will load all of the variables and procedures from the GAUSS pgraph library. This should resolve your problem.

I have written on the top of my program :

/* yt= muSt + fi * yt-1 + et avec et suit N(0, ht)*/

new;
library optmum,pgraph;
#include optmum.ext;
/*optset;
_opstmth = "bfgs stepbt";*/

this true or false?

Yes, the line:

library optmum, pgraph;

will load both the Optmum and pgraph libraries. This should resolve your problem.

then why my output always has problems like this with the error continue?
what should I do?
thank you

Try to run one of the PQG graphics examples to see if it runs successfully. For example try to run pxy.e. If this does not run successfully, then you likely have a problem with your installation.