Answer your subject title "那个软件有VAR—GARCH模型的软件包"
SAS/ETS pakage.
The VARMAX procedure supports several modeling features, including the following:
- seasonal deterministic terms
- subset models
- multiple regression with distributed lags
- dead-start model that does not have present values of the exogenous variables
- GARCH-type multivariate conditional heteroscedasticity models
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