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| The UCM Procedure |
| ODS Graph Names |
To request graphics with PROC UCM, you must first enable ODS Graphics by specifying the ODS GRAPHICS ON; statement. See Chapter 21, Statistical Graphics Using ODS (SAS/STAT 9.22 User's Guide), for more information. You can reference every graph produced through ODS Graphics with a name. The names of the graphs that PROC UCM generates are listed in Table 31.3, along with the required statements and options.
ODS Graph Name |
Description |
Statement |
Option |
|---|---|---|---|
Plots Related to Residual Analysis |
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ErrorACFPlot |
Prediction error autocorrelation plot |
PLOT=ACF |
|
ErrorPACFPlot |
Prediction error partial-autocorrelation plot |
PLOT=PACF |
|
ErrorHistogram |
Prediction error histogram |
PLOT=NORMAL |
|
ErrorQQPlot |
Prediction error normal quantile plot |
PLOT=QQ |
|
ErrorPlot |
Plot of prediction errors |
PLOT=RESIDUAL |
|
ErrorWhiteNoiseLogProbPlot |
Plot of p-values at different lags for the Ljung-Box portmanteau white noise test statistics |
PLOT=WN |
|
CUSUMPlot |
Plot of cumulative residuals |
PLOT=CUSUM |
|
CUSUMSQPlot |
Plot of cumulative squared residuals |
PLOT=CUSUMSQ |
|
ModelPlot |
Plot of one-step-ahead forecasts in the estimation span |
PLOT=MODEL |
|
PanelResidualPlot |
Panel of residual diagnostic plots |
PLOT=PANEL |
|
ResidualLoessPlot |
Time series plot of residuals with superimposed LOESS smoother |
PLOT=LOESS |
|
Plots Related to Filtered Component Estimates |
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FilteredAutoregPlot |
Plot of filtered autoreg component |
PLOT=FILTER |
|
FilteredBlockSeasonPlot |
Plot of filtered block season component |
PLOT=FILTER |
|
FilteredCyclePlot |
Plot of filtered cycle component |
PLOT=FILTER |
|
FilteredIrregularPlot |
Plot of filtered irregular component |
PLOT=FILTER |
|
FilteredLevelPlot |
Plot of filtered level component |
PLOT=FILTER |
|
FilteredRandomRegPlot |
Plot of filtered time-varying regression coefficient |
PLOT=FILTER |
|
FilteredSeasonPlot |
Plot of filtered season component |
PLOT=FILTER |
|
FilteredSlopePlot |
Plot of filtered slope component |
PLOT=FILTER |
|
FilteredSplineRegPlot |
Plot of filtered time-varying regression coefficient |
PLOT=FILTER |
|
FilteredSplineSeasonPlot |
Plot of filtered spline-season component |
PLOT=FILTER |
|
AnnualSeasonPlot |
Plot of annual variation in the filtered season component |
PLOT=F_ANNUAL |
|
Plots Related to Smoothed Component Estimates |
|||
SmoothedAutoregPlot |
Plot of smoothed autoreg component |
PLOT=SMOOTH |
|
SmoothedBlockSeasonPlot |
Plot of smoothed block season component |
PLOT=SMOOTH |
|
SmoothedCyclePlot |
Plot of smoothed cycle component |
PLOT=SMOOTH |
|
SmoothedIrregularPlot |
Plot of smoothed irregular component |
PLOT=SMOOTH |
|
SmoothedLevelPlot |
Plot of smoothed level component |
PLOT=SMOOTH |
|
SmoothedRandomRegPlot |
Plot of smoothed time-varying regression coefficient |
PLOT=SMOOTH |
|
SmoothedSeasonPlot |
Plot of smoothed season component |
PLOT=SMOOTH |
|
SmoothedSlopePlot |
Plot of smoothed slope component |
PLOT=SMOOTH |
|
SmoothedSplineRegPlot |
Plot of smoothed time-varying regression coefficient |
PLOT=SMOOTH |
|
SmoothedSplineSeasonPlot |
Plot of smoothed spline-season component |
PLOT=SMOOTH |
|
AnnualSeasonPlot |
Plot of annual variation in the smoothed season component |
PLOT=S_ANNUAL |
|
Plots Related to Series Decomposition and Forecasting |
|||
ForecastsOnlyPlot |
Series forecasts beyond the historical period |
DEFAULT |
|
ForecastsPlot |
One-step-ahead as well as multistep-ahead forecasts |
PLOT=FORECASTS |
|
FilteredAllExceptIrregPlot |
Plot of sum of all filtered components except the irregular component |
PLOT= FDECOMP |
|
FilteredTrendPlot |
Plot of filtered trend |
PLOT= FDECOMP |
|
FilteredTrendRegCycPlot |
Plot of sum of filtered trend, cycles, and regression effects |
PLOT= FDECOMP |
|
FilteredTrendRegPlot |
Plot of filtered trend plus regression effects |
PLOT= FDECOMP |
|
SmoothedAllExceptIrregPlot |
Plot of sum of all smoothed components except the irregular component |
PLOT= DECOMP |
|
SmoothedTrendPlot |
Plot of smoothed trend |
PLOT= TREND |
|
SmoothedTrendRegPlot |
Plot of smoothed trend plus regression effects |
PLOT= DECOMP |
|
SmoothedTrendRegCycPlot |
Plot of sum of smoothed trend, cycles, and regression effects |
PLOT= DECOMP |
|
FilteredAllExceptIrregVarPlot |
Plot of standard error of sum of all filtered components except the irregular |
PLOT= FDECOMPVAR |
|
FilteredTrendVarPlot |
Plot of standard error of filtered trend |
PLOT= FDECOMPVAR |
|
FilteredTrendRegVarPlot |
Plot of standard error of filtered trend plus regression effects |
PLOT= FDECOMPVAR |
|
FilteredTrendRegCycVarPlot |
Plot of standard error of filtered trend, cycles, and regression effects |
PLOT= FDECOMPVAR |
|
SmoothedAllExceptIrregVarPlot |
Plot of standard error of sum of all smoothed components except the irregular |
PLOT= DECOMPVAR |
|
SmoothedTrendVarPlot |
Plot of standard error of smoothed trend |
PLOT= DECOMPVAR |
|
SmoothedTrendRegVarPlot |
Plot of standard error of smoothed trend plus regression effects |
PLOT= DECOMPVAR |
|
SmoothedTrendRegCycVarPlot |
Plot of standard error of smoothed trend, cycles, and regression effects |
PLOT= DECOMPVAR |
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