*
* ARCH example on exchange rate, page 113
*
open data ch03_exchangerate_10min.txt
data(format=free,org=columns) 1 2487 exchperc
*
garch(p=0,q=3,resids=at,hseries=hvar) / exchperc
set resi = at/sqrt(hvar)
set resisq = resi**2
@RegCorrs(number=24) resi
@RegCorrs(number=24) resisq