The SSM Procedure (Experimental)


IRREGULAR name <options> ;

The IRREGULAR statement specifies a one-dimensional white noise component, which can be used to specify the observation error in a MODEL statement. You can specify the following options in the IRREGULAR statement:


requests printing of the smoothed estimate of the specified irregular component.

VARIANCE=variable | number

specifies the variance of the white noise. Any nonnegative value, including 0, is permissible. If the variable contains unknown parameters, they are estimated from the data. Similarly, if the VARIANCE= option is not specified, the variance is estimated from the data.