*
* Example 3.8.3 from page 126.
*
open data ch03_ibm_m(26-97).txt
calendar(m) 1926
data(format=free,org=columns) 1926:1 1997:12 ibmln
*
garch(p=1,q=1,exp,asymmetric,regressors,resids=at,hseries=ht,iters=200) / ibmln
# constant ibmln{1}
*
set ut = at/sqrt(ht)
set usq = ut**2
@regcorrs(number=20) ut
@regcorrs(number=20) usq