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BY Statement
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The COPULA Procedure (Experimental)

  • Overview
  • Getting Started
  • Syntax Procedure Syntax
    Functional Summary PROC COPULA Statement BOUNDS Statement BY Statement DEFINE Statement FIT Statement SIMULATE Statement VAR Statement
  • Details Procedure Details
    Sklar’s Theorem Dependence Measures Normal Copula Student’s t copula Archimedean Copulas Canonical Maximum Likelihood Estimation (CMLE) Exact Maximum Likelihood Estimation (MLE) Calibration Estimation Nonlinear Optimization Options Displayed Output OUTCOPULA= Data Set OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets ODS Table Names ODS Graph Names
  • Examples Procedure Examples
    Copula Based VaR Estimation Simulating Default Times
  • References
 
BY Statement

BY variables ;

The BY statement specifies groups in which separate FIT analyses for copula are performed. The variables must be present in the input data set and are excluded from the model fitting. The BY statement requires the VAR statement to be present.

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