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The STATESPACE Procedure
The STATESPACE Procedure
Overview: STATESPACE Procedure
The State Space Model
How PROC STATESPACE Works
Getting Started: STATESPACE Procedure
Automatic State Space Model Selection
Specifying the State Space Model
Syntax: STATESPACE Procedure
Functional Summary
PROC STATESPACE Statement
BY Statement
FORM Statement
ID Statement
INITIAL Statement
RESTRICT Statement
VAR Statement
Details: STATESPACE Procedure
Missing Values
Stationarity and Differencing
Preliminary Autoregressive Models
Canonical Correlation Analysis
Parameter Estimation
Forecasting
Relation of ARMA and State Space Forms
OUT= Data Set
OUTAR= Data Set
OUTMODEL= Data Set
Printed Output
ODS Table Names
Examples: STATESPACE Procedure
Series J from Box and Jenkins
References
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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