NLOPTIONS options;
The VARMAX procedure uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. For a list of all the options in the NLOPTIONS statement, see Chapter 6, Nonlinear Optimization Methods.
An example of the NLOPTIONS statement is as follows:
proc varmax data=one;
nloptions tech=qn maxit=1000 pall;
model y1 y2 / p=2;
run;
By default, the VARMAX procedure uses the dual quasi-Newton optimization method.