The COPULA Procedure
- Overview
- Getting Started
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Syntax
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DetailsSklar’s TheoremDependence MeasuresNormal CopulaStudent’s t copulaArchimedean CopulasHierarchical Archimedean Copula (HAC)Canonical Maximum Likelihood Estimation (CMLE)Exact Maximum Likelihood Estimation (MLE)Calibration EstimationNonlinear Optimization OptionsDisplayed OutputOUTCOPULA= Data SetOUTPSEUDO=, OUT=, and OUTUNIFORM= Data SetsODS Table NamesODS Graph Names
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Examples
- References
VAR Statement
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VAR variables;
The VAR statement specifies the variable names in the input data set specified by the DATA= option in the PROC COPULA statement. The subset of variables in the data set is used for the copula models in the FIT statement. When there is no input data set, the VAR statement creates the names of the list of variables for the SIMULATE statement.