PROC STATESPACE: RESTRICT Statement :: SAS/ETS(R) 9.22 User's Guide

The STATESPACE Procedure

RESTRICT Statement

RESTRICT F(row,column)= value ...G(row,column)= value ... ;

The RESTRICT statement restricts the specified elements of the $\text{[math]}$ and $\text{[math]}$ matrices to the specified values.

To use the restrict statement, you need to know the form of the model. Either specify the form of the model with the FORM statement, or do a preliminary run (perhaps with the NOEST option) to find the form of the model that PROC STATESPACE selects for the data.

The following is an example of a RESTRICT statement:

   restrict f(3,2)=0 g(4,1)=0 g(5,1)=0 ;

Parts of the $\text{[math]}$ and $\text{[math]}$ matrices represent fixed structural identities. If a restriction is specified for an element that is a fixed structural element instead of a free parameter, the restriction is ignored.

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