Syntax: VARMAX Procedure

PROC VARMAX options ;

BY variables ;

CAUSAL GROUP1=(variables) GROUP2=(variables) ;

COINTEG RANK=number <options> ;

ID variable INTERVAL=value <ALIGN=value> ;

MODEL dependents < = regressors > <, dependents < = regressors > ...> < / options > ;

GARCH options ;

NLOPTIONS options ;

OUTPUT <options> ;

RESTRICT restriction, ..., restriction ;

TEST restriction, ..., restriction ;