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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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