没有人理我么？真的很着急

all 2426
open data 123.xls
data(format=xls,org=columns) / szgz szzs

compute n=2
dec vect[series] x(n)
compute i=0
dofor [string] s = 'szgz' 'szzs'
   compute xrate=s,i=i+1
   set x(i) = 100.0*log(%s(xrate)/%s(xrate){1})
end dofor

dec vect[series] eps(n)
dec vect fullbeta(4*n+2)

do i=1,n
   garch(p=1,q=1,resids=r,hseries=h) / x(i)
   set eps(i) = r/sqrt(h)
   do j=1,4
      compute fullbeta(n*(j-1)+i)=%beta(j)
   end do j
end do i

vcv(matrix=rr)
# eps
dec series[symm] uu q
gset uu %regstart() %regend() = %outerxx(%xt(eps,t))
gset uu 1 %regstart()-1 = rr
gset q  = rr
nonlin a b
dec frml[symm] qf
frml qf   = (qx=(1-a-b)*rr+a*uu{1}+b*q{1})
frml logl = q=qf,%logdensity(%cvtocorr(q),%xt(eps,t))
compute b=.80,a=.10
maximize logl 2 *
compute fullbeta(4*n+1)=%beta(1),fullbeta(4*n+2)=%beta(2)
garch(p=1,q=1,mv=dcc,method=bhhh,initial=fullbeta,iters=1) / x
做金融计量时估计指数时编的，你看看吧