The VARMAX Procedure

PROC VARMAX options ;
BY variables ;
CAUSAL GROUP1=(variables) GROUP2=(variables) ;
COINTEG RANK=number <options> ;
ID variable INTERVAL=value <ALIGN=value> ;
MODEL dependents < = regressors > <, dependents < = regressors > …> < / options > ;
GARCH options ;
NLOPTIONS options ;
OUTPUT <options> ;
RESTRICT restriction, …, restriction ;
TEST restriction, …, restriction ;