The SSM procedure now supports a more general state transition equation. The new state transition equation permits inclusion of regression effects. You can use the new W= option in the STATE statement to specify the regression variables that affect the corresponding state subsection. Several examples in the documentation illustrate this functionality: one example shows how to formulate a transfer function model as a state space model by using this feature, and another example shows how to account for a structural break in a component by specifying a dummy regressor in the corresponding state equation.

You can now search for structural breaks in any model component. The new CHECKBREAK option in the STATE and TREND statements generates a summary of the most likely break locations during the time evolution of the associated state subsection. For example, you can use the CHECKBREAK option in a TREND statement to generate a summary table of sudden shifts in the level (or slope) of the corresponding trend component.