The VARMAX Procedure
- Overview
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Getting Started
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Syntax
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Details
Missing Values VARMAX Model Dynamic Simultaneous Equations Modeling Impulse Response Function Forecasting Tentative Order Selection VAR and VARX Modeling Bayesian VAR and VARX Modeling VARMA and VARMAX Modeling Model Diagnostic Checks Cointegration Vector Error Correction Modeling I(2) Model Multivariate GARCH Modeling Output Data Sets OUT= Data Set OUTEST= Data Set OUTHT= Data Set OUTSTAT= Data Set Printed Output ODS Table Names ODS Graphics Computational Issues
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Examples
- References
Details: VARMAX Procedure
- Missing Values
- VARMAX Model
- Dynamic Simultaneous Equations Modeling
- Impulse Response Function
- Forecasting
- Tentative Order Selection
- VAR and VARX Modeling
- Bayesian VAR and VARX Modeling
- VARMA and VARMAX Modeling
- Model Diagnostic Checks
- Cointegration
- Vector Error Correction Modeling
- I(2) Model
- Multivariate GARCH Modeling
- Output Data Sets
- OUT= Data Set
- OUTEST= Data Set
- OUTHT= Data Set
- OUTSTAT= Data Set
- Printed Output
- ODS Table Names
- ODS Graphics
- Computational Issues