The SSM Procedure (Experimental)

Syntax: SSM Procedure

The following statements are available in the SSM procedure:

PROC SSM <options> ;
BY variables ;
COMPONENT name = (variables) * state </ options> ;
EVAL name = expression </ options> ;
ID variable <option> ;
IRREGULAR name <options> ;
MODEL response = variables </ options> ;
OUTPUT <options> ;
PARMS variables </ options> ;
Programming statements ;
STATE name(dim) <options> ;
TREND name(type) <options> ;

You can specify all statements except the BY, ID, and the OUTPUT statements multiple times. The PROC SSM statement and at least one MODEL statement are required. In addition to these statements, you can use most DATA step programming statements to define new variables that are needed for specifying different parts of the state space model.

Note: In the statement options described throughout this section, whenever you use a list to specify the elements of the system matrices, the list elements must all be of the same type: either all of them must be variables or all of them must be numbers. In addition, if the list contains more than one variable, then they cannot be of the array type. These are not serious restrictions. When the list contains mix of variables and numbers, you can redefine the numbers as constant variables. Similarly, you can reformulate a list that contains a mix of variables of array and non-array types as just one array by combining all its elements in a new array.