R version 2.11.1 (2010-05-31)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> ps.options(horizontal=FALSE,onefile=FALSE)
> ps.options(pagecentre=TRUE)
> ps.options(paper="letter")
> ps.options(width=7.0,height=10.0)
> 
> grt  <- matrix(scan("f1f1f1f0s4434421.grt"),ncol=6,byrow=T)
Read 606 items
> 
> postscript(file="grtsig.eps")
> par(mfrow=c(2,1))
> plot(grt[,1],grt[,4],
+    main="Conditional Variance Function of S&P Returns",
+    xlab="Return Shock",ylab="Variance", type="n")
>    lines(grt[,1],grt[,4],type="l",lty=1)
> plot(grt[,1],grt[,6],
+    main="Conditional Variance Function of S&P Log Volume",
+    xlab="Return Shock",ylab="Variance", type="n")
>    lines(grt[,1],grt[,6],type="l",lty=1)
> dev.off()
null device 
          1 
> 
> postscript(file="grtmu.eps")
> par(mfrow=c(2,1))
> plot(grt[,1],grt[,2],
+    main="Conditional Mean Function of S&P Returns",
+    xlab="Return Shock",ylab="Mean", type="n")
>    lines(grt[,1],grt[,2],type="l",lty=1)
> plot(grt[,1],grt[,3],
+    main="Conditional Mean Function of S&P Log Volume",
+    xlab="Return Shock",ylab="Mean", type="n")
>    lines(grt[,1],grt[,3],type="l",lty=1)
> dev.off()
null device 
          1 
> 
> #postscript(file="grt.eps")
> #par(mfrow=c(2,1))
> #plot(grt[,1],grt[,3],
> #   main="Conditional Mean Function of S&P Log Volume",
> #   xlab="Return Shock",ylab="Mean", type="n")
> #   lines(grt[,1],grt[,3],type="l",lty=1)
> #plot(grt[,1],grt[,6],
> #   main="Conditional Variance Function of S&P Log Volume",
> #   xlab="Return Shock",ylab="Variance", type="n")
> #   lines(grt[,1],grt[,6],type="l",lty=1)
> #dev.off()
> #
> 
> ps.options(horizontal=FALSE,onefile=FALSE)
> ps.options(pagecentre=TRUE)
> ps.options(paper="letter")
> ps.options(width=7.0,height=5.0)
> 
> postscript(file="grt.eps")
> par(oma=c(2,2,2,4))
> plot(grt[,1],grt[,3],type="l",lty=2,
+ main="Conditional Mean and Variance of S&P Log Volume",
+ xlab="Return Shock",sub="Mean: dashed line, Variance: solid line",
+ ylab="Mean")
> par(new=T,oma=c(2,2,2,4))
> plot(grt[,1],grt[,6],type="l",lty=1,yaxt="n",ylab="",xlab="")
> axis(4,pretty(range(grt[,6])))
> mtext("Variance",side=4,line=3,font=1)
> dev.off()
null device 
          1 
> 
> 
> 
> proc.time()
   user  system elapsed 
  0.251   0.024   0.270