Help with SAS code

[malakaext]

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

Thanks

[Cynthia_sas]

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]

Thanks Cynthia