SAS时间序列常用程序，特别是关于copulas估计的程序？

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rt，想用SAS做Copulas模型的估计，但是SAS中现有模块中没有成熟的，不知道有没有已经编好的程序，共享呢

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关键词：copulas Copula opula 时间序列 不知道 程序 模型

Asymmetrical Copula Example
In this example, an asymmetrical t copula is used to correlate two uniform distributions. The asymmetrical parameter is varied over a range of values to demonstrate its effect. The resulting graphs is produced by using ODS graphics.

data histdata;
   do asym = -1.3 to 1.1 by .3;
      date='01aug2007'd;
      y = .5;
      z = .5;
      output;
   end;
run ;

  /* Add the asymmetric parameter to cov mat */
data asym;
   do asym = -1.3 to 1.1 by .3;
      y = asym;
      z = 0;
      _name_ = "    ";
      _type_ = "asym";
      output;
      y = 1;
      z = .65;
      _name_ = "y";
      _type_ = "cov";
      output;
      y = .65;
      z = 1;
      _name_ = "z";
      _type_ = "cov";
      output;
   end;
run;

proc model out=sim(where=(_REP_ > 0)) data=histdata sdata=asym;
   y = 0;
   errormodel y ~ Uniform(0,1);

   z = 0;
   errormodel z ~ Uniform(0,1);

   solve y z / random=500 seed=12345 copula=(t(5) asym );
   by asym;
run;

To produce a panel plot of this joint distribution, use the following SAS/GRAPH statements.

ods graphics on / height=800 width=800;
proc template;
  define statgraph myplot.panel;
  BeginGraph;
    entrytitle halign=left halign=center
          textattrs=GRAPHTITLETEXT "t Copula with a Range of Asymmetry";

    layout datapanel classvars=(asym) / rows=3 columns=3
          order=rowmajor height=1024 width=1420
          rowaxisopts=(griddisplay=on label=' ')
          columnaxisopts=(griddisplay=on label=' ');
       layout prototype;
          scatterplot x=z y=y ;
       endlayout;
    endlayout;
  EndGraph;
  end;
run;

proc sgrender data=sim template='myplot.panel';
run;