The VARMAX Procedure

PROC VARMAX options;

BOUND restriction, …, restriction;

BY variables;

CAUSAL GROUP1=(variables) GROUP2=(variables);

COINTEG RANK=number <options>;

GARCH options;

ID variable INTERVAL=value <ALIGN=value>;

INITIAL equation, …, equation;

MODEL dependents < = regressors > <, dependents < = regressors > …> < / options > ;

NLOPTIONS options;

OUTPUT <options>;

RESTRICT restriction, …, restriction;

TEST restriction, …, restriction;