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osama78
Calcite | Level 5

 how to estimate GARCH model using GMM in Proc Model

3 REPLIES 3
SteveDenham
Jade | Level 19

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

 

SteveDenham

Ksharp
Super User
Better post it at Forecast Forum, since it is under SAS/ETS .
osama78
Calcite | Level 5
thanks

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