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The VARMAX Procedure
Syntax: VARMAX Procedure
PROC VARMAX
options ;
BY
variables ;
CAUSAL
group1=(variables) group2=(variables) ;
COINTEG
rank=number <options> ;
ID
variable interval=
value
<option> ;
MODEL
dependent variables <=regressors> <, dependent variables < =regressors> ...> </ options> ;
GARCH
options ;
NLOPTIONS
options ;
OUTPUT
<options> ;
RESTRICT
restrictions ;
TEST
restrictions ;
Functional Summary
PROC VARMAX Statement
BY Statement
CAUSAL Statement
COINTEG Statement
ID Statement
MODEL Statement
GARCH Statement
NLOPTIONS Statement
OUTPUT Statement
RESTRICT Statement
TEST Statement
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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