The UCM Procedure

MODEL Statement

MODEL dependent <= regressors> ;

The MODEL statement specifies the response variable and, optionally, the predictor or regressor variables for the UCM model. This is a required statement in the UCM procedure. The predictors specified in the MODEL statement are assumed to have a linear and time-invariant relationship with the response. The predictors that have time-varying regression coefficients are specified separately in the RANDOMREG statement. Similarly, the predictors that have a nonlinear effect on the response variable are specified separately in the SPLINEREG statement. Only one MODEL statement can be specified.