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
| OUTLIER Statement |
- OUTLIER <options> ;
- ALPHA=significance-level
specifies the significance level for reporting the outliers. The default is 0.05.
- MAXNUM=number
limits the number of outliers to search. The default is MAXNUM=5.
- MAXPCT=number
is similar to the MAXNUM= option. In the MAXPCT= option you can limit the number of outliers to search for according to a percentage of the series length. The default is MAXPCT=1. When both of these options are specified, the minimum of the two search numbers is used.
- PRINT=SHORT | DETAIL
enables you to control the printed output of the outlier search. The PRINT=SHORT option, which is the default, produces an outlier summary table containing the most significant outliers, either AO or LS, discovered in the outlier search. The PRINT=DETAIL option produces, in addition to the outlier summary table, separate tables containing the AO and LS structural break chi-square statistics computed at each time point in the estimation span.