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
| ODS Graph Names |
Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide).
Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section "Enabling and Disabling ODS Graphics" in that chapter.
The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section "A Primer on ODS Statistical Graphics" in that chapter.
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 34.3, 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 |
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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 |
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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 |
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ForecastsOnlyPlot |
Series forecasts beyond the historical period |
DEFAULT |
|
ForecastsPlot |
One-step-ahead as well as multistep-ahead forecasts |
PLOT=FORECASTS |
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FilteredAllExceptIrregPlot |
Plot of sum of all filtered components except the irregular component |
PLOT= FDECOMP |
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FilteredTrendPlot |
Plot of filtered trend |
PLOT= FDECOMP |
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FilteredTrendRegCycPlot |
Plot of sum of filtered trend, cycles, and regression effects |
PLOT= FDECOMP |
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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 |
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SmoothedTrendRegPlot |
Plot of smoothed trend plus regression effects |
PLOT= DECOMP |
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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 |
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FilteredTrendVarPlot |
Plot of standard error of filtered trend |
PLOT= FDECOMPVAR |
|
FilteredTrendRegVarPlot |
Plot of standard error of filtered trend plus regression effects |
PLOT= FDECOMPVAR |
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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 |
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SmoothedTrendVarPlot |
Plot of standard error of smoothed trend |
PLOT= DECOMPVAR |
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SmoothedTrendRegVarPlot |
Plot of standard error of smoothed trend plus regression effects |
PLOT= DECOMPVAR |
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SmoothedTrendRegCycVarPlot |
Plot of standard error of smoothed trend, cycles, and regression effects |
PLOT= DECOMPVAR |
|