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 02-17-2021 03:10 PM (851 views)

 how to estimate GARCH model using GMM in Proc Model

0 Likes
Reply
1 REPLY 1
joseenrique1
SAS Employee joseenrique1
SAS Employee

Re: estimate garch by gmm

Posted 02-20-2021 09:38 PM (738 views)  |   In reply to osama78

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.

 

0 Likes
Reply

hackathon24-white-horiz.png

The 2025 SAS Hackathon has begun!

It's finally time to hack! Remember to visit the SAS Hacker's Hub regularly for news and updates.

Latest Updates

Discussion stats
  • 1 reply
  • ‎02-17-2021 03:10 PM
  • 852 views
  • 0 likes
  • 2 in conversation