附件：


代码：
命令行:
equation eq01.ls log(sp) c log(sp(-1))
c(1)=eq01.c(1)
c(2)=eq01.c(2)
c(3)=eq01.@se^2
c(4)=0.1
c(5)=0.1
coef(1) k=1
对数似然对象规范(照搬高铁梅教材）：

@logl l_garch
@byeqn
res = log(sp)-c(1)-c(2)*log(sp(-1))
sig2 = c(3)+c(4)*res(-1)^2 +c(5)*sig2(-1)
z = res^2/(sig2*(k(1)-2)) + 1
l_garch = log(@gamma((k(1) + 1)/2)) - log(@gamma(k(1)/2)) - log(3.14159265359)/2 - log(k(1) - 2)/2 - log(sig2)/2 - ((k(1)+1)/2)*log(z)