topic SAS code in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-code/m-p/124404#M698 <HTML><HEAD></HEAD><BODY><P>Can someone pls give me the sas code to fit a FRACTIONALLY INTEGRATED GARCH MODEL FOR A DATA SET</P><P></P><P>Thanks</P></BODY></HTML> Tue, 18 Sep 2012 16:09:28 GMT malakaext 2012-09-18T16:09:28Z SAS code https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-code/m-p/124404#M698 <HTML><HEAD></HEAD><BODY><P>Can someone pls give me the sas code to fit a FRACTIONALLY INTEGRATED GARCH MODEL FOR A DATA SET</P><P></P><P>Thanks</P></BODY></HTML> Tue, 18 Sep 2012 16:09:28 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-code/m-p/124404#M698 malakaext 2012-09-18T16:09:28Z Re: SAS code https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-code/m-p/124405#M699 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>As far as I can tell SAS currently does not provide a procedure which features fractionally integrated GARCH models.</P><P>Thanks,</P><P>Udo</P></BODY></HTML> Thu, 20 Sep 2012 18:24:08 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/SAS-code/m-p/124405#M699 udo_sas 2012-09-20T18:24:08Z