all 0  888:1
open data m-ibmspln.dat
data(org=obs) / r1 rt
set h = 0.0
nonlin mu a0  a2 b1 d1 
frml at = rt(t)-mu
frmal re = r1(t)-1.24
frml gvar = a0+a2*at(t-2)**2+b1*h(t-1)+d1*re(t-2)**2
frml garchln = -0.5*log(h(t)=gvar(t))-0.5*at(t)**2/h(t) 
smpl 4  888
eval b1 = 0.84
eval mu = 0.48
eval a0 = 1.3
compute a2 = 0.1, d1 = 0.5, d2 = 0.1
maximize(method=bhhh,recursive,iterations=250) garchln 
set fv = gvar(t)                                                      
set resid = at(t)/sqrt(fv(t)) 
set residsq = resid(t)*resid(t) 
*** 
*** Checking standardized residuals ***
cor(qstats,number=20,span=10) resid 
*** Checking squared standardized residuals ***
cor(qstats,number=20,span=10) residsq 
*** Last few observations needed for forecasts ***
set shock = at(t) 
print   883  888 rt shock fv