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
| Missing Values |
The VARMAX procedure currently does not support missing values. The procedure uses the first contiguous group of observations with no missing values for any of the MODEL statement variables. Observations at the beginning of the data set with missing values for any MODEL statement variables are not used or included in the output data set. At the end of the data set, observations can have dependent (endogenous) variables with missing values and independent (exogenous) variables with nonmissing values.