The SSM Procedure (Experimental)

ODS Table Names

The SSM procedure assigns a name to each table it creates. You can use these names to refer to the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 27.9.

Table 27.9: ODS Tables Produced by PROC SSM

ODS Table Name	Description	Statement	Option
Tables That Summarize the Model Information
ModelSummary	Summary information about the underlying state space model		Default
IdInformation	Summary information about the ID variable		Default
ResponseInfo	Summary information about the response variables		Default
StateSummary	Summary information about the model state vector	PROC SSM	STATEINFO
DiffuseStateSummary	Summary information about the diffuse initial state	PROC SSM	STATEINFO
Tables Related to Model Parameters and the Likelihood
ConvergenceStatus	Convergence status of the estimation process		Default
RegressionEstimates	Estimates of the regression parameters		Default
FixedStateEstimates	Estimates of the time-invariant deterministic state elements		Default
NamedParameterEstimates	Estimates of the parameters specified in the PARMS statement	PARMS	Default
ParameterEstimates	Estimates of the unknown elements in the model system matrices		Default
DisturbanceCovariance	Estimate of the disturbance covariance	STATE	PRINT=COV
InitialCovariance	Estimate of the initial state covariance	STATE	PRINT=COV1
ARCoefficient	Estimate of the autoregressive coefficient matrix	STATE	PRINT=AR
MACoefficient	Estimate of the moving-average coefficient matrix	STATE	PRINT=MA
TransitionMatrix	Estimate of the state transition matrix	STATE	PRINT=T
FitSummary	Summary of the likelihood-based-fit-statistics		Default
InformationCriteria	Likelihood-based information criteria		Default
Tables Related to Series and Component Forecasts
Forecasts	Series forecasts	MODEL	PRINT=FILTER
SmoothedResponse	Smoothed series values	MODEL	PRINT=SMOOTH
FilteredComponent	Component forecasts	COMPONENT	PRINT=FILTER
SmoothedComponent	Smoothed component	COMPONENT	PRINT=SMOOTH
Tables Related to Outlier Detection and Model Quality
AOSummary	Summary of additive outliers	Default	Default
MaximalShockSummary	Summary of maximal state shocks	OUTPUT	MAXSHOCK
PRESS	Prediction error sum of squares	OUTPUT	PRESS