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malakaext
Calcite | Level 5 malakaext
Calcite | Level 5

SAS code

Posted 09-18-2012 12:09 PM (1782 views)

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

Thanks

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1 REPLY 1
udo_sas
SAS Employee udo_sas
SAS Employee

Re: SAS code

Posted 09-20-2012 02:24 PM (1704 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

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  • 1 reply
  • ‎09-18-2012 12:09 PM
  • 1783 views
  • 1 like
  • 2 in conversation