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Computational Issues

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The SSM Procedure

Overview
Background
Getting Started
Syntax
Functional Summary PROC SSM Statement BY Statement COMPONENT Statement EVAL Statement ID Statement IRREGULAR Statement MODEL Statement OUTPUT Statement PARMS Statement Programming Statements STATE Statement TREND Statement
Details
State Space Model and Notation Types of Sequence Data Overview of Model Specification Syntax Filtering, Smoothing, Likelihood, and Structural Break Detection Estimation of User-Specified Linear Combination of State Elements Contrasting PROC SSM with Other SAS Procedures Predefined Trend Models Predefined Structural Models Covariance Parameterization Missing Values Computational Issues Displayed Output ODS Table Names ODS Graph Names OUT= Data Set
Examples
Bivariate Basic Structural Model Panel Data: Two-Way Random-Effects and Autoregressive Models Backcasting, Forecasting, and Interpolation Longitudinal Data: Smoothing of Repeated Measures A User-Defined Trend Model Model with Multiple ARIMA Components Dynamic Factor Modeling Diagnostic Plots and Structural Break Analysis Longitudinal Data: Variable Bandwidth Smoothing A Transfer Function Model for the Gas Furnace Data Panel Data: Dynamic Panel Model for the Cigar Data Multivariate Modeling: Analysis of Long-Term Temperature Trends
References

Computational Issues

Subsections:

A Well-Behaved Model
Convergence Problems
Computer Resource Requirements

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