View Full Version : SAS code for GARCH


zarasandreas
11-08-2007, 12:43 PM
Hello,

I am trying to find instructions on hot to fit a bivariate MA(1) GARCH(1,1) model in SAS. I have a book about how to fit univariate GARCH but i cannot find any info about the bivariate case. Can anybody hep on this?

Thanks,

Andreas

abel
11-16-2007, 10:32 AM
from sas/ets manual, you can get some examples