The UCM Procedure |
SLOPE Statement |
The SLOPE statement is used to specify the value of the disturbance variance, , in the slope equation, and to request forecasts of . The following examples illustrate this statement:
level; slope;
The preceding statements fit a model with a locally linear trend. The disturbance variances and are estimated from the data. You can request a locally linear trend with fixed slope by using the following statements:
level; slope variance=0 noest;
fixes the value of the disturbance variance, , to the value specified in the VARIANCE= option.
requests plotting of the filtered or smoothed estimate of the slope component.
requests printing of the filtered or smoothed estimate of the slope component .
specifies an initial value for the disturbance variance, , in the equation at the start of the parameter estimation process. Any nonnegative value, including zero, is an acceptable starting value.
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