I would try Hash Table if the table is very big. Or try this one , maybe save you some time.   proc sql; delete from DATA1 where catx('|',ID,ID2) in (select catx('|',ID,ID2) from DATA2 ); quit; ... View more

I would try Hash Table if the table is very big. Or try this one , maybe save you some time.   proc sql; delete from DATA1 where catx('|',ID,ID2) in (select catx('|',ID,ID2) from DATA2 ); quit; ... View more

Not at all familiar with DCC models but there appear to be some R packages. If you have IML you can interface with these packages. Just keep in mind R packages aree like the 'wild wes' and you need to check out the author? MTS - R https://cran.r-project.org/package=MTS Feb 12, 2015 - ... exponentially weighted moving-average volatility, Cholesky decomposition volatility models, dynamic conditional correlation (DCC) models, ... [PDF]Package 'MTS' - R https://cran.r-project.org/web/packages/MTS/MTS.pdf Feb 12, 2015 - lation (DCC) models, copula-based volatility models, and ... Multivariate Time Series Analysis with R and Financial Applications. John. Wiley. [PDF]Package 'rmgarch' https://cran.r-project.org/web/packages/rmgarch/rmgarch.pdf by A Ghalanos - ‎Cited by 3 - ‎Related articles Dec 28, 2015 - Feasible multivariate GARCH models including DCC, GO-GARCH and ... Collate rmgarch-var.R rmgarch-functions.R rmgarch-classes.R. time series - Fitting a VARMAX model using MTS library in R - Cross ... stats.stackexchange.com/questions/.../fitting-a-varmax-model-using-mts-library-in-r Aug 18, 2015 - I am trying to fit a VARMAX (vector autoregressive moving-average with exogenous variables) model to some synthetically generated data ... ... View more

If you have SAS/ETS software, you can use PROC EXPAND. See the second example in Vora (2008): http://www2.sas.com/proceedings/forum2008/093-2008.pdf   A DATA step solution is provided in the same paper.   ... View more