Is this procedure holds only for bi variate VAR
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_varmax_sect037...
proc varmax data=garch;
model y1 y2 / p=1
print=(roots estimates diagnose);
garch q=1;
nloptions tech=qn;
run;
Does the code holds good only for two variables.
I have a data set containing 3 variables which are named as dc, i and e.
When i run the same code for the three variables
proc varmax data=mydata;
model dc i e / p=1
print=(roots estimates diagnose);
garch q=1;
nloptions tech=qn;
The following error message appears on my screen
-------------------------------------------------------
NOTE: The default (METHOD=ML) is used.
ERROR: QUANEW Optimization cannot be completed.
NOTE: QUANEW needs more than 200 iterations or 2000 function calls.
ERROR: Optimization cannot be completed.
NOTE: PROCEDURE VARMAX used (Total process time):
real time 2.19 seconds
cpu time 2.07 seconds
-------------------------------------------------------
Is there any problem with my data , because the same message appears when I use other non linear optimizing techniques provided in the link below.
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_nlomet_sect005...
For convenience I am also attaching my data file in excel.