The AUTOREG Procedure


  • 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 ChapterĀ 6: Nonlinear Optimization Methods.