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Help with SAS code

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Frequent Contributor
Posts: 91

Help with SAS code

Hi,

I need to generate about 1000 data which are garch distributed using a simulation.

Also i want my code to write these 1000 data to an excel file..

Can some one help me with this code.

Thanks

SAS Super FREQ
Posts: 3,475

Re: Help with SAS code

I googled

   simulate "time series" garch sas

and this reference to the SAS documentation was one of the first items:

http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#etsug_autoreg_sect00...

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