proc import;
proc sort data=ain;
by date;
run;
data a;
	set ain;*(rename=(date=date1));
	format date mmddyy10.;
	date=datepart(date);
	lnret=log(adj/lag(adj));
	drop date1;
run;


proc reg data=a;
	model lnret= ;
/*	plot rstudent;*/
	output out=a1 r=lnretresid;
run;
quit;

proc arima data=out;
	identify var=vhat nlag=15 minic scan;
run;
quit;


 proc autoreg data=a; 
      model lnret = / garch=(q=1,p=1) maxit=50 dwprob archtest dw=5; 
      output out=out cev=vhat r=resid; 
   run;
data out; 
      set out; 
      shat = sqrt( vhat ); 
   run; 
    
   title \quotes{Predicted and Actual Standard Deviations}; 
   proc gplot data=out; 
      plot lnret*date=1 shat*date=2 / overlay; 
      symbol1 v=dot  i=none; 
      symbol2 v=none i = join; 
   run;