The UCM Procedure

ODS Graph Names

Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21: Statistical Graphics Using ODS in SAS/STAT 12.1 User's Guide.

Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section “Enabling and Disabling ODS Graphics” in that chapter.

The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section “A Primer on ODS Statistical Graphics” in that chapter.

You can reference every graph produced through ODS Graphics with a name. The names of the graphs that PROC UCM generates are listed in Table 35.3, along with the required statements and options.

Table 35.3: ODS Graphics Produced by PROC UCM

ODS Graph Name	Description	Statement	Option
Plots Related to Residual Analysis
ErrorACFPlot	Prediction error autocorrelation plot	ESTIMATE	PLOT=ACF
ErrorPACFPlot	Prediction error partial-autocorrelation plot	ESTIMATE	PLOT=PACF
ErrorHistogram	Prediction error histogram	ESTIMATE	PLOT=NORMAL
ErrorQQPlot	Prediction error normal quantile plot	ESTIMATE	PLOT=QQ
ErrorPlot	Plot of prediction errors	ESTIMATE	PLOT=RESIDUAL
ErrorWhiteNoiseLogProbPlot	Plot of p-values at different lags for the Ljung-Box portmanteau white noise test statistics	ESTIMATE	PLOT=WN
CUSUMPlot	Plot of cumulative residuals	ESTIMATE	PLOT=CUSUM
CUSUMSQPlot	Plot of cumulative squared residuals	ESTIMATE	PLOT=CUSUMSQ
ModelPlot	Plot of one-step-ahead forecasts in the estimation span	ESTIMATE	PLOT=MODEL
PanelResidualPlot	Panel of residual diagnostic plots	ESTIMATE	PLOT=PANEL
ResidualLoessPlot	Time series plot of residuals with superimposed LOESS smoother	ESTIMATE	PLOT=LOESS
Plots Related to Filtered Component Estimates
FilteredAutoregPlot	Plot of filtered autoreg component	AUTOREG	PLOT=FILTER
FilteredBlockSeasonPlot	Plot of filtered block season component	BLOCKSEASON	PLOT=FILTER
FilteredCyclePlot	Plot of filtered cycle component	CYCLE	PLOT=FILTER
FilteredIrregularPlot	Plot of filtered irregular component	IRREGULAR	PLOT=FILTER
FilteredLevelPlot	Plot of filtered level component	LEVEL	PLOT=FILTER
FilteredRandomRegPlot	Plot of filtered time-varying regression coefficient	RANDOMREG	PLOT=FILTER
FilteredSeasonPlot	Plot of filtered season component	SEASON	PLOT=FILTER
FilteredSlopePlot	Plot of filtered slope component	SLOPE	PLOT=FILTER
FilteredSplineRegPlot	Plot of filtered time-varying regression coefficient	SPLINEREG	PLOT=FILTER
FilteredSplineSeasonPlot	Plot of filtered spline-season component	SPLINESEASON	PLOT=FILTER
AnnualSeasonPlot	Plot of annual variation in the filtered season component	SEASON	PLOT=F_ANNUAL
Plots Related to Smoothed Component Estimates
SmoothedAutoregPlot	Plot of smoothed autoreg component	AUTOREG	PLOT=SMOOTH
SmoothedBlockSeasonPlot	Plot of smoothed block season component	BLOCKSEASON	PLOT=SMOOTH
SmoothedCyclePlot	Plot of smoothed cycle component	CYCLE	PLOT=SMOOTH
SmoothedIrregularPlot	Plot of smoothed irregular component	IRREGULAR	PLOT=SMOOTH
SmoothedLevelPlot	Plot of smoothed level component	LEVEL	PLOT=SMOOTH
SmoothedRandomRegPlot	Plot of smoothed time-varying regression coefficient	RANDOMREG	PLOT=SMOOTH
SmoothedSeasonPlot	Plot of smoothed season component	SEASON	PLOT=SMOOTH
SmoothedSlopePlot	Plot of smoothed slope component	SLOPE	PLOT=SMOOTH
SmoothedSplineRegPlot	Plot of smoothed time-varying regression coefficient	SPLINEREG	PLOT=SMOOTH
SmoothedSplineSeasonPlot	Plot of smoothed spline-season component	SPLINESEASON	PLOT=SMOOTH
AnnualSeasonPlot	Plot of annual variation in the smoothed season component	SEASON	PLOT=S_ANNUAL
Plots Related to Series Decomposition and Forecasting
ForecastsOnlyPlot	Series forecasts beyond the historical period	FORECAST	DEFAULT
ForecastsPlot	One-step-ahead as well as multistep-ahead forecasts	FORECAST	PLOT=FORECASTS
FilteredAllExceptIrregPlot	Plot of sum of all filtered components except the irregular component	FORECAST	PLOT= FDECOMP
FilteredTrendPlot	Plot of filtered trend	FORECAST	PLOT= FDECOMP
FilteredTrendRegCycPlot	Plot of sum of filtered trend, cycles, and regression effects	FORECAST	PLOT= FDECOMP
FilteredTrendRegPlot	Plot of filtered trend plus regression effects	FORECAST	PLOT= FDECOMP
SmoothedAllExceptIrregPlot	Plot of sum of all smoothed components except the irregular component	FORECAST	PLOT= DECOMP
SmoothedTrendPlot	Plot of smoothed trend	FORECAST	PLOT= TREND
SmoothedTrendRegPlot	Plot of smoothed trend plus regression effects	FORECAST	PLOT= DECOMP
SmoothedTrendRegCycPlot	Plot of sum of smoothed trend, cycles, and regression effects	FORECAST	PLOT= DECOMP
FilteredAllExceptIrregVarPlot	Plot of standard error of sum of all filtered components except the irregular	FORECAST	PLOT= FDECOMPVAR
FilteredTrendVarPlot	Plot of standard error of filtered trend	FORECAST	PLOT= FDECOMPVAR
FilteredTrendRegVarPlot	Plot of standard error of filtered trend plus regression effects	FORECAST	PLOT= FDECOMPVAR
FilteredTrendRegCycVarPlot	Plot of standard error of filtered trend, cycles, and regression effects	FORECAST	PLOT= FDECOMPVAR
SmoothedAllExceptIrregVarPlot	Plot of standard error of sum of all smoothed components except the irregular	FORECAST	PLOT= DECOMPVAR
SmoothedTrendVarPlot	Plot of standard error of smoothed trend	FORECAST	PLOT= DECOMPVAR
SmoothedTrendRegVarPlot	Plot of standard error of smoothed trend plus regression effects	FORECAST	PLOT= DECOMPVAR
SmoothedTrendRegCycVarPlot	Plot of standard error of smoothed trend, cycles, and regression effects	FORECAST	PLOT= DECOMPVAR