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Exercise 1
Load the rugarch and the FinTS packages. Next, load the m.ibmspln dataset from the FinTS package. This dataset contains monthly excess returns of the S&P500 index from Jan-1926 to Dec-1999 (Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. ,Wiley, chapter 3).
Also, load the forecast package which we will use for auto-correlation graphs.

Exercise 2
Excess S&P500 returns are defined as a regular zoo variable. Convert this to a time series variable with correct dates.

Exercise 3
Plot the excess S&P500 returns along with its ACF and PACF graphs and comment on the apparent correlation.

Exercise 4
Plot the squared excess S&P500 returns along with its ACF and PACF graphs and comment on the apparent correlation.