* ARCH.SHA. SHAZAM FILE FOR RETURN SERIES
* RUN BY: "file input path+arch.sha", for example: file input s:\arch\input\arch.sha
*         Change the path to where you have your SHAZAM control files and data.
=?SET NOWIDE NOCC
=?FILE SCREEN s:\arch\output\arch.out
* MEMORY IS INCREASED TO 1500 KB AND COMMAND ROW LENGTH TO 250
     PAR 1500
     SET COMLEN=250
* READING DATA
=?     READ (s:\arch\input\globeret.dat) &
             USA GER HKG GBR MEX FRA SIN AUS JPN CAN SWI FIN SWE NOR DEN
=?     SAMPLE 1 752
=?     GENR FIN_squ = FIN**2
*
* ARCH(1) TESTS. LM is Chi square with p d.o.f., where p = nr of parameters
* in the OLS equation:
  OLS FIN_squ FIN_squ(1.1)
  GEN1 lm_FIN = $R2*$N
*
STOP