Hi all, My data currently look like this: Time To Maturity Volatility 1 0.65 2 0.21 3 0.33 I am looking to run the following three tests on my data and want to make sure I am doing so correctly. 1.Jonckheere-Terpstra test To examine if the volatility increases as a contract approaches maturity 2.Newy West Heteroskedasticity Consistent Covariance Procedure To regress the daily future realised volatility on a constant and the number of days until the contract matures. 3.GARCH (1, 1) model I want to make sure I am coding this correctly in order to ascertain that the results are correct. I have managed to get answer on how to run my first test from the SAS Statistical Discussion, any assistance on how to run the 2nd and 3rd test will be appreciated. Thanks
... View more