how to estimate GARCH model using GMM in Proc Model
Hi,
You can use the Autoreg procedure or the Model procedure. Here are some examples: https://support.sas.com/rnd/app/ets/examples/garchex/index.html
Hope that this can help.
Build your skills. Make connections. Enjoy creative freedom. Maybe change the world. Registration is now open through August 30th. Visit the SAS Hackathon homepage.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.