Good morning I am writing my thesis and I have executed a model VAR (4) - GARCH (1.1) DCC parametrization in sas use Proc Varo and I am trying to interpret the output "estimation of the parameters of the GARCH model" .I would like to understand why The standard error is zero and because the test statistic is not calculated with the relative p-value.
In the attached file you will find the output.
Any help or guide towards any material would be much appreciated!
You are likely to receive more help by editing your question and posting it in English, as that is the universal language on SAS Support Communities. To edit, simply click on the "wheel" image in the upper right of your question. Please let me know if you have any questions.
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.