The VARMAX Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesVARMAX ModelDynamic Simultaneous Equations ModelingImpulse Response FunctionForecastingTentative Order SelectionVAR and VARX ModelingSeasonal Dummies and Time TrendsBayesian VAR and VARX ModelingVARMA and VARMAX ModelingModel Diagnostic ChecksCointegrationVector Error Correction ModelingI(2) ModelVector Error Correction Model in ARMA FormMultivariate GARCH ModelingOutput Data SetsOUT= Data SetOUTEST= Data SetOUTHT= Data SetOUTSTAT= Data SetPrinted OutputODS Table NamesODS GraphicsComputational Issues
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Examples
- References
NLOPTIONS Statement
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NLOPTIONS options;
The VARMAX procedure uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. For a list of all the options in the NLOPTIONS statement, see Chapter 7: Nonlinear Optimization Methods.
An example of the NLOPTIONS statement is as follows:
proc varmax data=one; nloptions tech=qn maxit=1000 pall; model y1 y2 / p=2; run;
By default, the VARMAX procedure uses the dual quasi-Newton optimization method.