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SAS/ETS User's Guide

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G

GARCH model
AUTOREG procedure
conditional t distribution
covariance estimates
covariates and
generalized autoregressive conditional heteroscedasticity
heteroscedasticity models
initial values
starting values
t distribution
GARCH= option
MODEL statement (AUTOREG)
GARCH-M model
AUTOREG procedure
GARCH in mean model
Gauss-Marquardt method
ARIMA procedure
AUTOREG procedure
Gauss-Newton method
generalized Durbin-Watson tests
AUTOREG procedure
generalized least squares
TSCSREG procedure
generalized least squares estimator of the covariance matrix
generalized least-squares
Yule-Walker method as
Generalized Method of Moments
V matrix
details
example "Heteroscedasticity"
example "Input Data Sets"
example "Input Data Sets"
example "Input Data Sets"
example "Output Data Sets"
generating models
generic variables
DATASOURCE procedure
GFS data files
DATASOURCE procedure
GINV option
MODEL statement (AUTOREG)
giving dates to
time series data
global statements
GMM option
FIT statement (MODEL) "Estimation Methods"
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Heteroscedasticity"
FIT statement (MODEL) "Input Data Sets"
FIT statement (MODEL) "Input Data Sets"
FIT statement (MODEL) "Input Data Sets"
FIT statement (MODEL) "Output Data Sets"
goal seeking
MODEL procedure
goal seeking problems
GODFREY option
FIT statement (MODEL)
MODEL statement (AUTOREG)
Godfrey's test
autocorrelation tests
goodness-of-fit statistics
GPLOT procedure
plot axis for time series
plotting time series
reference
time series data
gradient of the objective function
GRAPH option
PROC MODEL statement "Analyzing the Structure of Large Models"
PROC MODEL statement "PROC MODEL Statement"
graphics
SAS/GRAPH software
SAS/INSIGHT software
GRID option
ESTIMATE statement (ARIMA)
grid search
MODEL procedure
GRIDVAL= option
ESTIMATE statement (ARIMA)

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Book Contents
Book Contents
Master Index
Master Index
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