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
| OUTEST= Data Set |
You can use the OUTEST= option in the ESTIMATE statement to store the model parameters and the related estimation details. This data set contains the following columns:
the BY variables
COMPONENT, a character variable containing the name of the component corresponding to the parameter being described
PARAMETER, a character variable containing the parameter name
TYPE, a character variable indicating whether the parameter value was fixed by the user or estimated
_STATUS_, a character variable indicating whether the parameter estimation process converged or failed or there was an error of some other kind
ESTIMATE, a numerical variable containing the parameter estimate
STD, a numerical variable containing the standard error of the parameter estimate. This has a missing value if the parameter value is fixed.
TVALUE, a numerical variable containing the t-statistic. This has a missing value if the parameter value is fixed.
PVALUE, a numerical variable containing the p-value. This has a missing value if the parameter value is fixed.