CCOPULA Procedure

The BY statement specifies groups in which separate copula fitting analyses or simulations are performed. When you use the BY statement with the FIT statement, the variables must be present in the input data table and are excluded from the model fitting. You must also provide a VAR statement. The BY statement can also be used when simulating a copula. When you use the BY statement with the SIMULATE statement, you must specify an item store in the RESTORE= option. The item store must contain model fitting results for the same BY groups that are defined by the variables in your BY statement.