cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
BookmarkSubscribeRSS Feed
malakaext
Calcite | Level 5 malakaext
Calcite | Level 5

SAS code

Posted 09-18-2012 12:09 PM (1818 views)

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

Thanks

0 Likes
Reply
1 REPLY 1
udo_sas
SAS Employee udo_sas
SAS Employee

Re: SAS code

Posted 09-20-2012 02:24 PM (1740 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

Reply

sas-innovate-2026-white.png



April 27 – 30 | Gaylord Texan | Grapevine, Texas

Registration is open

Walk in ready to learn. Walk out ready to deliver. This is the data and AI conference you can't afford to miss.
Register now and lock in 2025 pricing—just $495!

Register now

Discussion stats
  • 1 reply
  • ‎09-18-2012 12:09 PM
  • 1819 views
  • 1 like
  • 2 in conversation