程序如下,拟合残差为GED分布的GARCH模型,水平序列的intercept不显著,想弄成0均值的,请问如何去掉?
proc model data = normal ;
parms nu 2 arch0 .1 arch1 .2 garch1 .75;control mse.y = &var2 ;
y = intercept ;/*intercept不显著,如何去掉?*/
h.y = arch0 + arch1 * xlag(resid.y ** 2, mse.y)+garch1 * xlag(h.y, mse.y);
lambda = sqrt(2**(-2/nu)*gamma(1/nu)/gamma(3/nu)) ;
obj = log(nu/lambda) -(1 + 1/nu)*log(2) - lgamma(1/nu)- .5*abs(resid.y/lambda/sqrt(h.y))**nu - .5*log(h.y) ;
obj = -obj ;
errormodel y ~ general(obj,nu);
fit y / method=marquardt;
run;