ARCH/GARCH in SAS language?

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#3649

From: ADDITON
Date: Wed, 22 Jan 1992 23:11

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   Does anyone have (or know of) a publicly-available SAS program(s)
that will model ARCH (AutoRegressive Conditional Heteroscedastic)
processes, GARCH (Generalized AutoRegressive Conditional Heteroscedastic)
processes, or some variation of these?  Any information on this subject
would be greatly appreciated.
                                                             Thanks,

                                                             Don Additon

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Subject:      ARCH/GARCH in SAS language?