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
Subsections:
- Missing Values
- Autoregressive Error Model
- Alternative Autocorrelation Correction Methods
- GARCH Models
- Heteroscedasticity- and Autocorrelation-Consistent Covariance Matrix Estimator
- Goodness-of-Fit Measures and Information Criteria
- Testing
- Predicted Values
- OUT= Data Set
- OUTEST= Data Set
- Printed Output
- ODS Table Names
- ODS Graphics