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
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 12.3 User's Guide,). Additional restrictions are that the DATA step lagging and differencing functions are not allowed.