The AUTOREG Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesAutoregressive Error ModelAlternative Autocorrelation Correction MethodsGARCH ModelsHeteroscedasticity- and Autocorrelation-Consistent Covariance Matrix EstimatorGoodness-of-Fit Measures and Information CriteriaTestingPredicted ValuesOUT= Data SetOUTEST= Data SetPrinted OutputODS Table NamesODS Graphics
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Examples
- References
NLOPTIONS <options> ;
PROC AUTOREG uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks when the GARCH= option is specified. If the GARCH= option is not specified, the NLOPTIONS statement is ignored. For a list of all the options of the NLOPTIONS statement, see Chapter 6: Nonlinear Optimization Methods.