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标题: SAS high hand, please help me! [打印本页]

作者: shiyiming    时间: 2004-12-30 03:04
标题: SAS high hand, please help me!
Hi, everyone, I am doing my research that needs to use GARCH model to forecast the future stock price with SAS. For example, I have 5000's close stock prices, What I need to do is using 1 - 100 day's prices to forecast 101day's price, then make a decision whether to buy or sell at 100 day's close price, then move to 2-101 day's prices to forecast 102 day's price, then make a decision. And repeat this process until use up 5000 days' price. Can anyone help me with this code? Or give me a hint where to find relevant materials. I am not familiar with Macro, I really need your help! Thanks a lot




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