sv模型用sas如何估计

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用sas怎么估计sv模型，有相应的模块么？谢谢各位高手。

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关键词：SV模型 模型 SAS

估计的方法比较复杂，一般用MCMC可以估计，还有其他的，但是软件直接估计不知道

应该有直接的程序啊？跪求高手指点。

直到有高手指点为止，我继续顶。

夜行快车，thx，我这就看看，太感动了。实话，我都郁闷的不行了这两天。

没有其他的方便的方法么，越简单越好，我就是作一个时间序列的sv的估计

这个模型应该怎么样估计呢？sas中没有sv模型的估计么？

Can you find the answer from following book?

SAS for Monte Carlo Studies: A Guide for Quantitative Researchers By Xitao Fan, Akos Felsovalyi, Stephen A. Sivo, and Sean C. Keenan

Book Description

With the advance of computing technology, Monte Carlo simulation research has become increasingly popular among quantitative researchers in a variety of disciplines. More and more, statistical methods are being subjected to rigorous empirical scrutiny in the form of statistical simulation so that their limitations and strengths can be understood. With the combination of powerful built-in statistical procedures and versatile programming capabilities, the SAS System is ideal for conducting Monte Carlo simulation research!

SAS for Monte Carlo Studies: A Guide for Quantitative Researchers provides a detailed and practical guide for conducting Monte Carlo studies using the SAS System. Quantitative researchers will find this book attractive for its practicality and for its many hands-on application examples of Monte Carlo research.

Topics addressed in this book include:

• basic procedures for Monte Carlo simulation
• generating univariate random numbers in SAS
• generating data in Monte Carlo studies
• automating Monte Carlo simulations
• conducting Monte Carlo studies that involve univariate statistical techniques
• conducting Monte Carlo studies for multivariate techniques
• examples for Monte Carlo simulation in finance: estimating default risk and Value-at-Risk (VaR)
• modeling time series processes with SAS/ETS software.

编程真的好费劲，真诚希望有菜单的。真的感谢啊