The UCM Procedure
- Overview
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Getting Started
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Syntax
Functional Summary PROC UCM Statement AUTOREG Statement BLOCKSEASON Statement BY Statement CYCLE Statement DEPLAG Statement ESTIMATE Statement FORECAST Statement ID Statement IRREGULAR Statement LEVEL Statement MODEL Statement NLOPTIONS Statement OUTLIER Statement RANDOMREG Statement SEASON Statement SLOPE Statement SPLINEREG Statement SPLINESEASON Statement
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Details
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Examples
- References
| MODEL Statement |
The MODEL statement specifies the response variable and, optionally, the predictor or regressor variables for the UCM model. This is a required statement in the UCM procedure. The predictors specified in the MODEL statement are assumed to have a linear and time-invariant relationship with the response. The predictors that have time-varying regression coefficients are specified separately in the RANDOMREG statement. Similarly, the predictors that have a nonlinear effect on the response variable are specified separately in the SPLINEREG statement. Only one MODEL statement can be specified.