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
;
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