OPEN DATA "C:\Users\mypc\Documents\WinRATS 8\SCDS\SB1.xlsx"
calendar(D) 2006:01:04
DATA(FORMAT=XLSX,ORG=COLUMNS) 2006:01:04 2014:03:12 GSB_B GSB_A GSB_MBA GSB_LP FSB_B FSB_A FSB_MBA FSB_LP $
 ISB_B ISB_A ISB_MBA ISB_LP JSB_B JSB_A JSB_MBA JSB_LP RSB_B RSB_A RSB_MBA RSB_LP UKSB_B USSB_A UKSB_MBA $
 UKSB_LP
set fsb_mbal = log(fsb_mba)
set fsb_lr = fsb_mbal - fsb_mbal{1}

compute beg=2006:01:06
compute end=2014:02:27
compute width =1000
compute i=1

do start=beg,end-width+1
clear fsb_arg11_r fsb_arg11_v fsb_argsr logrs lognobs ave_range dev total hser range
GARCH(P=1,Q=1,method=bhhh,RESIDS=FSB_ARG11_R,HSERIES=FSB_ARG11_V,REGRESSORS) start start+width-1 FSB_LR
# Constant FSB_LR{1}
set fsb_argsr = fsb_arg11_r/(fsb_arg11_v)^0.5
@hurst(nograph) fsb_argsr
display 'Window #' i '; Start Date:' %datelabel(start) '; End Date' %datelabel(start+width-1) ';' %%hurst
compute i=i+1
end do