why there are two var？

[tinaliu]

I found a paper’s code about stgarch which formula is ht=ω+αut-1^2+δ1*G1*(ht-1)+β*ht-1+λ0d0
and the writer writes the code like this
....
var=@recode(d1=1,omega(2)/(1-alpha(2)),omega(2)+delata*@gammainc(var(-1),gamma+alpha(2)*res(-1)^2)
var=@recode(d1=1,0.05,du(1)*dummy+omga(2)+delta(1)*@gammainc(var(-1),gamma(1))+alpha(2)*res(-1)^2)
the calculate log likelihood by using var....
and I do not understand know why there are two var equation...

I just start to learn Eviews and my English is not good, hope you can understand me....
Thank you everyone first

[EViews Gareth]

Impossible to say without seeing the rest of the program.

[tinaliu]

Impossible to say without seeing the rest of the program.

formula is ht=ω+αut-1^2+δ1*G1*(ht-1)+β*ht-1+λ0d0

load return
series d1=0
smpl @first @first
d1=1
smpl @all
coef(1) mu(1)=0.0000309
coef(1) omega(1)=0.0075
coef(1) alpha(1)=0.05
coef(1) gamma(1)=0.00755
coef(1) du(1)=0.0123
coef(1) delta(1)=0.73
coef(1) tdf(1)=2.065
logl stgarcht
stgarcht.append @logl logl
stgarcht.append res=return-mu(2)
@LOGl LOGl
RES=RETURN-mu(2)
stgarcht.append
var=@recode(d1=1,omega(2)/(1-alpha(2)),omega(2)+delata*@gammainc(var(-1),gamma+alpha(2)*res(-1)^2)
stgarcht.append
var=@recode(d1=1,0.05,du(1)*dummy+omga(2)+delta(1)*@gammainc(var(-1),gamma(1))+alpha(2)*res(-1)^2)
stgarch.append z=res^2/var/(tdf(1)-2)+1
stgarcht.appendd logl=@gammalog((tdf(1)+1)/2)-@gammalog(tdf(1)/2)-log(3.14159265359)/2-log(var)/2-log(tdf(1)-2)/2-log(var)/2-(tdf(1)+1)*log(z)/2
stgarcht.ml(showopts,m=50,c=1e-5)



That is the code.And I also do not know why there is a gamma in the first var instead of the gamma(1), is it a print error or something I do not know?
Thank you very much for replying, and my English is very poor, hope you could understand me...
Thank you again.