The SSM Procedure (Experimental)

ODS Graph Names

You can refer to every graph produced through ODS Graphics with a name. The names of the graphs that PROC SSM generates are listed in Table 27.10, along with the required statements and options.

Table 27.10: ODS Graphs Produced by PROC SSM

ODS Graph Name

Description

Statement

Option

Graphs for One-Step-Ahead Residual Analysis

 

ResidualNormalityPlot

Normality check

PROC SSM

PLOTS=RESIDUAL(NORMAL)

ResidualHistogram

Residual histogram

PROC SSM

PLOTS(UNPACK)=RESIDUAL

ResidualQQPlot

Residual QQ Plot

PROC SSM

PLOTS(UNPACK)=RESIDUAL

StdResidualPlot

Time series plot of standardized residuals

PROC SSM

Default

Graphs Related to Outlier Detection and Structural Break

 

PredErrorNormalityPlot

Normality check

PROC SSM

PLOTS=AO(NORMAL)

PredErrorHistogram

Prediction error histogram

PROC SSM

PLOTS(UNPACK)=AO

PredErrorQQPlot

Prediction error QQ plot

PROC SSM

PLOTS(UNPACK)=AO

StdPredErrorPlot

Time series plot of standardized additive-outlier statistics

PROC SSM

PLOTS=AO(STD)

MaximalShockPlot

Time series plot of maximal state shock chi-square statistics

PROC SSM

PLOTS=MAXSHOCK