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Dear all, I'm a student who's applying the AR(p)-GARCH(q,p) to an index stock market series through softwares SAS (PROC AUTOREG) and Eviews 2.0, but each one of these softwares supplies a different estimated model! Can any one tell me which of these softwares supplies the best model? Thanks Anabela Afonso ________________________________________________________________________ Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%