Hello. I am using the PROC VARMAX procedure to run DCC GARCH. As per userguide: https://documentation.sas.com/doc/en/etscdc/14.2/etsug/etsug_varmax_gettingstarted10.htm Code below. I am trying to find either a table/vector output or a plot of the conditional correlation series that is generated by the process. I have tried Plots=All in the proc statement and printall in the model statement to no avail. It's not clear that ODS has this chart/table either? Thank you /*--- DCC ---*/
proc varmax data=indices outest=oedcc outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=dcc outht=ohdcc;
run;
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