The VARMAX Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesVARMAX ModelDynamic Simultaneous Equations ModelingImpulse Response FunctionForecastingTentative Order SelectionVAR and VARX ModelingBayesian VAR and VARX ModelingVARMA and VARMAX ModelingModel Diagnostic ChecksCointegrationVector Error Correction ModelingI(2) ModelMultivariate GARCH ModelingOutput Data SetsOUT= Data SetOUTEST= Data SetOUTHT= Data SetOUTSTAT= Data SetPrinted OutputODS Table NamesODS GraphicsComputational Issues
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Examples
- References
Getting Started: VARMAX Procedure
This section outlines the use of the VARMAX procedure and gives five different examples of the kinds of models supported.