To define the model, you can use most of the programming statements that are allowed in the SAS DATA step. See the SAS Language Reference: Dictionary for more information. The syntax of programming statements used in PROC SSM is identical to that used in the MODEL procedure (see Chapter 19: The MODEL Procedure,) and the NLMIXED procedure (see Chapter 64: The NLMIXED Procedure in SAS/STAT 12.1 User's Guide,). Additional restrictions are that the DATA step lagging and differencing functions are not allowed.