Programming the statistical procedures from SAS

Fitting Autoregressive Conditional Duration (ACD) using SAS

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Occasional Contributor BNG
Occasional Contributor
Posts: 10

Fitting Autoregressive Conditional Duration (ACD) using SAS

Hi Experts,

How do I fit the following models using SAS?

1. Exponential Autoregressive Conditional Duration (EACD)

2. Weibull Autoregressive Conditional Duration (WACD)

3. Generalized Gamma Autoregressive Conditional Duration (GACD)

Thanks for your help in advance!

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