The SSM Procedure (Experimental)
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Overview
- Getting Started
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Syntax
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DetailsState Space Model and NotationTypes of Data OrganizationOverview of Model Specification SyntaxLikelihood, Filtering, and SmoothingContrasting PROC SSM with Other SAS Procedures Predefined Trend ModelsPredefined Structural ModelsCovariance ParameterizationMissing ValuesComputational IssuesDisplayed OutputODS Table NamesODS Graph NamesOUT= Data Set
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ExamplesBivariate Basic Structural Model Two-Way Random-Effects and Autoregressive Model for Panel DataBackcasting, Forecasting, and InterpolationSmoothing of Repeated Measures DataA User-Defined Trend ModelModel with Multiple ARIMA ComponentsDynamic Factor ModelingDiagnostic PlotsVariable Bandwidth Smoothing
- References
- 27.1 Bivariate Basic Structural Model
- 27.2 Two-Way Random-Effects and Autoregressive Model for Panel Data
- 27.3 Backcasting, Forecasting, and Interpolation
- 27.4 Smoothing of Repeated Measures Data
- 27.5 A User-Defined Trend Model
- 27.6 Model with Multiple ARIMA Components
- 27.7 Dynamic Factor Modeling
- 27.8 Diagnostic Plots
- 27.9 Variable Bandwidth Smoothing