The UCM Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryPROC UCM StatementAUTOREG StatementBLOCKSEASON StatementBY StatementCYCLE StatementDEPLAG StatementESTIMATE StatementFORECAST StatementID StatementIRREGULAR StatementLEVEL StatementMODEL StatementNLOPTIONS StatementOUTLIER StatementPERFORMANCE StatementRANDOMREG StatementSEASON StatementSLOPE StatementSPLINEREG StatementSPLINESEASON Statement
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Details
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Examples
- References
The UCM procedure uses the following statements:
PROC UCM
<options> ;
AUTOREG
<options> ;
BLOCKSEASON
options ;
BY
variables ;
CYCLE
<options> ;
DEPLAG
options ;
ESTIMATE
<options> ;
FORECAST
<options> ;
ID
variable options ;
IRREGULAR
<options> ;
LEVEL
<options> ;
MODEL
dependent variable <= regressors> ;
NLOPTIONS
options ;
PERFORMANCE
options ;
OUTLIER
options ;
RANDOMREG
regressors </ options> ;
SEASON
options ;
SLOPE
<options> ;
SPLINEREG
regressor <options> ;
SPLINESEASON
options ;
The PROC UCM and MODEL statements are required. In addition, the model must contain at least one component with nonzero disturbance variance.