Question: The file m-pgspabt-6211.txt contains the monthly simple returns of Procter & Gamble stock, S&P composite index, and Abbot Laboratories stock from January 1962, to December 2011. Compute the log returns. Is there conditional heteroscedasticity in the log return series? Fit a Go-GARCH model with ICA estimation method to the log return series. Write down the fitted model. Is the model adequate? Why?