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SAS code

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Frequent Contributor
Posts: 91

SAS code

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

Thanks

SAS Employee
Posts: 416

Re: SAS code

Posted 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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