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|
| The STATESPACE Procedure |
| Functional Summary |
Table 26.1 summarizes the statements and options used by PROC STATESPACE.
Description |
Statement |
Option |
|---|---|---|
Input Data Set Options |
||
specify the input data set |
PROC STATESPACE |
DATA= |
prevent subtraction of sample mean |
PROC STATESPACE |
NOCENTER |
specify the ID variable |
ID |
|
specify the observed series and differencing |
VAR |
|
Options for Autoregressive Estimates |
||
specify the maximum order |
PROC STATESPACE |
ARMAX= |
specify maximum lag for autocovariances |
PROC STATESPACE |
LAGMAX= |
output only minimum AIC model |
PROC STATESPACE |
MINIC |
specify the amount of detail printed |
PROC STATESPACE |
PRINTOUT= |
write preliminary AR models to a data set |
PROC STATESPACE |
OUTAR= |
Options for Canonical Correlation Analysis |
||
print the sequence of canonical correlations |
PROC STATESPACE |
CANCORR |
specify upper limit of dimension of state vector |
PROC STATESPACE |
DIMMAX= |
specify the minimum number of lags |
PROC STATESPACE |
PASTMIN= |
specify the multiplier of the degrees of freedom |
PROC STATESPACE |
SIGCORR= |
Options for State Space Model Estimation |
||
specify starting values |
INITIAL |
|
print covariance matrix of parameter estimates |
PROC STATESPACE |
COVB |
specify the convergence criterion |
PROC STATESPACE |
DETTOL= |
specify the convergence criterion |
PROC STATESPACE |
PARMTOL= |
print the details of the iterations |
PROC STATESPACE |
ITPRINT |
specify an upper limit of the number of lags |
PROC STATESPACE |
KLAG= |
specify maximum number of iterations allowed |
PROC STATESPACE |
MAXIT= |
suppress the final estimation |
PROC STATESPACE |
NOEST |
write the state space model parameter estimates to an output data set |
PROC STATESPACE |
OUTMODEL= |
use conditional least squares for final estimates |
PROC STATESPACE |
RESIDEST |
specify criterion for testing for singularity |
PROC STATESPACE |
SINGULAR= |
Options for Forecasting |
||
start forecasting before end of the input data |
PROC STATESPACE |
BACK= |
specify the time interval between observations |
PROC STATESPACE |
INTERVAL= |
specify multiple periods in the time series |
PROC STATESPACE |
INTPER= |
specify how many periods to forecast |
PROC STATESPACE |
LEAD= |
specify the output data set for forecasts |
PROC STATESPACE |
OUT= |
print forecasts |
PROC STATESPACE |
|
Options to Specify the State Space Model |
||
specify the state vector |
FORM |
|
specify the parameter values |
RESTRICT |
|
BY Groups |
||
specify BY-group processing |
BY |
|
Printing |
||
suppresses all printed output |
NOPRINT |
|
|
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