About j_elisio

j_elisio · ‎12-13-2023

Hello, Thank you for your reply and clarification. Sincerely,

j_elisio · ‎12-13-2023

Hello Koen, Thank you for your reply. I was expecting the initial AR estimates to change over the iteration process of the autoreg. It seems it is not the case. Nonetheless, I have the AR coefficients in the corresponding output table as you mentioned. Thank you once again.

j_elisio · ‎12-07-2023

Good evening, I'm estimating a model with an autoregressive error by the Yule-Walker method using the AUTOREG procedure. In the final output (2nd regression step), SAS does not present the final parameters (rho) for each of the autoregressive terms (in my case, ar1, ar2, ar12) and corresponding standard errors. Why is SAS not showing this information in the final output? Thank you in advance.

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Re: ARCH model with YW method - no rho output

Re: ARCH model with YW method - no rho output

ARCH model with YW method - no rho output

Re: ARCH model with YW method - no rho output

Re: ARCH model with YW method - no rho output

ARCH model with YW method - no rho output

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