Help with SAS code

malakaext — Mon, 17 Sep 2012 23:01:05 GMT

Can someone pls give me the sas code to fit a FRACTIONALLY INTEGRATED GARCH MODEL FOR A DATA SET

Thanks

Re: Help with SAS code

Cynthia_sas — Tue, 18 Sep 2012 15:39:43 GMT

Hi:

Over in the SAS Forecasting forum (https://communities.sas.com/community/support-communities/sas_forecasting) there's a question about GARCH. If this is truly a code question and not a graph-related question, then you might want to repost in the SAS Forecasting forum. Or, other possibilities are to post in the SAS Statistical Procedures forum (https://communities.sas.com/community/support-communities/sas_statistical_procedures) or even search on support.sas.com (in the search box in the upper right-hand corner of the page) and you might find more hits like this one http://support.sas.com/kb/22/096.html (which discusses the use of the GARCH statement in PROC VARMAX and PROC MODEL).

cynthia

malakaext — Tue, 18 Sep 2012 16:11:11 GMT

Thanks Cynthia