f



ARCH

Hello,
I'm trying to estimate a VAR model of two equations.

 - the portmanteau test shows that my residuals are cross correlated
 - one of my equation exihibit an ARCH pattern

I cannot use the AUTOREG procedure as I have a system of equations to
estimate.
I cannot use the VARMAX procedure because it is not possible to impose
an ARCH structure for one equation only.
I guess I should opt for the proc MODEL.
I think I can program it.

The problem here is how to check that my model is the right one ? Do
you know how to generated the diagnotic checks given by the Pro c
VARMAX with the proc Model ??

Many thanks in advance,

Key

0
9/8/2006 8:04:13 AM
comp.soft-sys.sas 140500 articles. 1 followers. Post Follow

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I actually think you are straight-jacketing the interview for a senior person. I would definitely look for someone who thought outside of the box. That may be ways of doing things other than macros or ODS or else putting a new spin on them. I ditched most of the macro language a decade ago, for example. As a hiring manager, I always went for creativity and not specific skills on hand and was very pleased with my hires. But hey, I don't hire anymore so it isn't something I have to face. BTW, no client has ever asked me for certification nor have I been quizzed on specific SAS knowledge. YMMV. Alan Alan Churchill Savian www.savian.net -----Original Message----- From: toby dunn [mailto:tobydunn@hotmail.com] Sent: Tuesday, September 04, 2007 7:04 PM To: savian001@GMAIL.COM; SAS-L@LISTSERV.UGA.EDU Subject: Re: SAS Advanced Programming Exam for SAS 9: SAS Joke of the year. ALan , Lets keep this to straight SAS, I dont tell people what they should use in SAS to produce the report, but rather I say here is what the report should look like, here i sthe data set, here ar the specs, now go make it happen. If your hirng a junior level programmer they should know the data step and say proc sort, proc print, proc format. If your going after a Senior level programmer the test should be harder and reflect more things like ODs, macro, etc... In your case you dont promote straight SAS solutions and that is great, but a whole other market than a straight SAS programmer. To...

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Re: SAS Advanced Programming Exam for SAS 9: SAS Joke of the year. #9
ALan , Lets keep this to straight SAS, I dont tell people what they should use in SAS to produce the report, but rather I say here is what the report should look like, here i sthe data set, here ar the specs, now go make it happen. If your hirng a junior level programmer they should know the data step and say proc sort, proc print, proc format. If your going after a Senior level programmer the test should be harder and reflect more things like ODs, macro, etc... In your case you dont promote straight SAS solutions and that is great, but a whole other market than a straight SAS programmer. Toby Dunn Comprimise is like telling a lie, it gets easier and easier. Each comprimise you make, that becomes your standard. Perfection doesnt exist, once you reach it, its not perfect anymore. It means something else. From: Alan Churchill <savian001@GMAIL.COM> Reply-To: Alan Churchill <savian001@GMAIL.COM> To: SAS-L@LISTSERV.UGA.EDU Subject: Re: SAS Advanced Programming Exam for SAS 9: SAS Joke of the year. Date: Tue, 4 Sep 2007 15:54:31 -0600 Well Toby, let me ask something then. Since I am not an ODS fan and haven't used proc report/tabulate for some time, would that be an automatic disqualifier since you don't allow reference books or materials? SAS does not provide tools that help me code ODS (except for EG) and therefore a reference material is all I would need. Now, it's not like I haven't used proc report (used it extensively at one time), ...

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Re: SAS Advanced Programming Exam for SAS 9: SAS Joke of the year. #5
Good deal Bob, atleast that company was headed in the right direction IMO... I have given such tests and taken them. I ussually give them a data set, the specs I want them to follow, and a example of what I want the output to look like. Then I tend to give them like 4 or 5 hours if they need it to complete the project. In reallity they should be done in an hour or so. The test should be challenging but not too challenging, and the solution should involve a few data steps, procedures, and some type of reporting..... Toby Dunn Comprimise is like telling a lie, it gets easier and easier. Each comprimise you make, that becomes your standard. Perfection doesnt exist, once you reach it, its not perfect anymore. It means something else. From: Bob_Abelson@HGSI.COM Reply-To: Bob_Abelson@HGSI.COM To: SAS-L@LISTSERV.UGA.EDU Subject: Re: SAS Advanced Programming Exam for SAS 9: SAS Joke of the year. Date: Tue, 4 Sep 2007 17:22:59 -0400 I interviewed at a company that gave a test where I had a half hour to produce a very simple report using PROC REPORT. I was provided all the manuals I wanted, but because I had used PROC REPORT before, I wanted none of them. I finished in five minutes, and most people on SAS-L would be able to beat that time. Bob Abelson HGSI 240 314 4400 x1374 bob_abelson@hgsi.com "toby dunn" <tobydunn@HOTMAIL.COM> Sent by: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> 09/04/2007 05:15 PM Please respond to "toby d...

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jontugman, Test preparation is akin to following a simple algorithm: 1. Evaluate the test and discover if it is worth taking. 2. If #1 evaluates false then go to exit. 3. Determine if your *test* knowledge of SAS is insufficient. 4. If #3 evaluates true, do the test preparation. 5. Pay the money. 6. Take the test. 7 Exit. From your standpoint, the step of paramount importance is step #1. That is where you mainly failed. From SAS' standpoint, only one step matters: #5. This is the only reason the test was created in the first place. The world would be a better place if all employers understood that as well. However, some recruiters/HRers require the certificate as a CYA backup should they accidentally hire a pure test-passer. Fortunately, I have not seen many occurrences of this nature since the inception of the boondoggle, perhaps because most candidates are almost inevitably interviewed by people qualified in SAS better than HR. And most qualified people saw the program for what it is even before its advent. SAS-L is replete with numerous posts to prove it. Needless to say, it does not imply in any way that any certificate-holder has no more SAS behind the belt than the certificate can cover. Far from that! Many fantastic real-world people have been forced into the thing by their SAS partnership business needs, many have taken it just for the heck of it because their employer would pay for it, etc. My opposition to the thing as a matter of principle is based on t...

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