Hi, Can someone guide me on how to run Bivariate GARCH model with varying Correlations in SAS? Nikhil
Bivariate GARCH with Varying correlations
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- 1. Tabulation format
Dear SAS-L Because of a tabulation I have three variable types in a new variable, for instance var1 has range 1-10,000 and vars2&3 have range 0.001-10.000. How do I apply a format to the new tabulated variable x that will selectively apply comma9.0 to the values that come from var1 and 8.3 to values from var2&3? Vars1-3 are now the class for the table such that var x is the var. Being more specific than this could pose a problem! Any suggestions much appreciated. - 2. Local MACRO VAR with code
I have a local macro variable that is created in a data _null with a call symput. Each time it goes through the loop, this macro var should become a new value. I noticed that this was not the case. The value of the local macro var reset for the first 6 by pass but than stay the same value for the remained of the loop. Anyone have any ideas why this is happening. Thanks I have a local macro variable that is created in a data _null with a call symput. Each time it goes through the loop, this macro var should become a new value. I noticed that this was not the case. The value of the local macro var reset for the first 6 by pass but than stay the same value for the remained of the loop. Anyone have any ideas why this is happening. Thanks Here is the code %Macro MonthlyAnalysis(obDates = RefDateList) ; proc sql noprint ; select count(*) as obsMos into :obsMos from &obDates ; select put(refdate, yymmdd4.) as Mo into :m1-:m9999 from &obDates; quit ; %global totobsmth; %let totobsmth=&obsMos; %do i = 1 %to &obsMos ; %global mth&i; %let mth&i=&&m&i; data _null_; call symput("perdate",put(sum(&&m&i + 100),Z4.)); run; **more code here.... %mend; - 3. Suppress "empty" anchor-tag with ODS HTML
Hi, ODS HTML creates an anchor-tag like this : <A NAME="IDX"> </A> I don't need this tag, but I don't know how to suppress it. Do You ? Thanks Jan Selchau-Hansen - 4. Right time at the right place.
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Bivariate GARCH with Varying correlations
by nik » Tue, 16 May 2006 21:06:01 GMT
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RUN;
Data test1;
input wS @;
mm=1;output;
mm=2;output;
cards;
0.0
1.0
2.0
3.0
4.0
5.0
6.0
7.0
8.0
9.0
10.0
11.0
12.0
13.0
14.0
15.0
16.0
17.0
18.0
19.0
21.0
22.0
23.0
24.0
25.0
26.0
27.0
28.0
29.0
30.0
31.0
32.0
33.0
34.0
35.0
36.0
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38.0
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40.0
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42.0
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44.0
46.0
47.0
48.0
49.0
50.0
;
PROC TABULATE data=test1 noseps order=formatted ;
CLASS ws mm ;
Format ws WSmps.;
TABLE (ws all), (mm all)*n=' '*f=6.0 / rts=10 box='Total Counts';
TABLE ws, (mm all)*pctn<mm all>*f=7.2
/ rts=15 box='Conditional probs for col given row';
run;
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