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The AUTOREG Procedure

Details

Missing Values

Autoregressive Error Model

Alternative Autocorrelation Correction Methods

GARCH, IGARCH, EGARCH, and GARCH-M Models

R2 Statistics and Other Measures of Fit

Generalized Durbin-Watson Tests

Testing

Predicted Values

OUT= Data Set

OUTEST= Data Set

Printed Output

ODS Table Names

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