The VARMAX Procedure

Syntax

PROC VARMAX options ;: BY variables ;; CAUSAL group1 = (variables) group2 = (variables) ;; COINTEG rank = number < options > ;; ID variable interval= value < option > ;; MODEL dependent variables < = regressors >
<, dependent variables < = regressors > ... >
</ options > ;; OUTPUT < options > ;; RESTRICT restrictions ;; TEST restrictions ;