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malakaext
Calcite | Level 5

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

Thanks

2 REPLIES 2
Cynthia_sas
Diamond | Level 26

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
Calcite | Level 5

Thanks Cynthia

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