Syntax: UCM Procedure

The UCM procedure uses the following statements:

PROC UCM <options> ;

AUTOREG <options> ;

BLOCKSEASON options ;

BY variables ;

CYCLE <options> ;

DEPLAG options ;

ESTIMATE <options> ;

FORECAST <options> ;

ID variable options ;

IRREGULAR <options> ;

LEVEL <options> ;

MODEL dependent variable <= regressors> ;

NLOPTIONS options ;

OUTLIER options ;

RANDOMREG regressors </ options> ;

SEASON options ;

SLOPE <options> ;

SPLINEREG regressor <options> ;

SPLINESEASON options ;

The PROC UCM and MODEL statements are required. In addition, the model must contain at least one component with nonzero disturbance variance.