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
osama78
Calcite | Level 5 osama78
Calcite | Level 5

estimate garch by gmm

Posted 02-16-2021 08:09 AM (504 views)

 how to estimate GARCH model using GMM in Proc Model

0 Likes
Reply
3 REPLIES 3
SteveDenham
Jade | Level 19 SteveDenham
Jade | Level 19

Re: estimate garch by gmm

Posted 02-16-2021 08:40 AM (477 views)  |   In reply to osama78

I would recommend looking through the examples in the PROC MODEL documentation, with special attention to the FIT statement,

 

SteveDenham

Reply
Ksharp
Super User Ksharp
Super User

Re: estimate garch by gmm

Posted 02-16-2021 08:41 AM (473 views)  |   In reply to osama78
Better post it at Forecast Forum, since it is under SAS/ETS .
0 Likes
Reply
osama78
Calcite | Level 5 osama78
Calcite | Level 5

Re: estimate garch by gmm

Posted 02-17-2021 04:16 PM (368 views)  |   In reply to Ksharp
thanks
0 Likes
Reply

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Watch Multiple Linear Regression in SAS on YouTube

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • ‎02-16-2021 08:09 AM
  • 505 views
  • 2 likes
  • 3 in conversation