The optional =WALD specification requests Wald limits for all parameters. The confidence limits are displayed as extra columns in the "Covariance Parameter Estimates" table. The confidence level is by ...

The PARMS statement specifies initial values for the covariance parameters, or it requests a grid search over several values of these parameters. You must specify the values in the order in which they ...

Covariance indicates the relationship of two variables whenever one variable changes. If an increase in one variable results in an increase in the other variable, both variables are said to have a ...

The covariance calculation shows how two stocks move together, ... You will need to set up the two lists of returns in vertical columns as in Table 1. Then, when prompted, ...