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OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets
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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
 
OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets

The OUTPSEUDO=, OUT=, and OUTUNIF= data sets contain the same number of columns as specified in VAR statement. The names of the columns are taken from the same VAR statement list.

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