SAS code

Calcite | Level 5

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

Thanks

1 REPLY 1

SAS Employee

Re: SAS code

Posted 09-20-2012 02:24 PM (1211 views) | In reply to malakaext

Hello -

As far as I can tell SAS currently does not provide a procedure which features fractionally integrated GARCH models.

Thanks,

Udo