The SSM Procedure (Experimental)
-
Overview
- Getting Started
-
Syntax
-
Details
The State Space Model and Notation Types of Data Organization Overview of Model Specification Syntax Likelihood, Filtering, and Smoothing Contrasting PROC SSM with Other SAS Procedures Predefined Trend Models Predefined Structural Models Covariance Parameterization Missing Values Computational Issues Displayed Output ODS Table Names OUT= Data Set
-
Examples
- References
| Programming Statements |
To define the model, you can use most of the programming statements that are allowed in the SAS DATA step. See the SAS Language Reference: Dictionary for more information. The syntax of programming statements used in PROC SSM is identical to that used in the MODEL procedure (see Chapter 19, The MODEL Procedure ) and the NLMIXED procedure (see Chapter 63, The NLMIXED Procedure (SAS/STAT User's Guide)). There is one more restriction: the data step lagging and differencing functions are not allowed.
Note: This procedure is experimental.