The SSM Procedure

ODS Table Names

The SSM procedure assigns a name to each table it creates. You can use these names to refer to the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 27.9.

Table 27.9: ODS Tables Produced by PROC SSM

ODS Table Name

Description

Statement

Option

Tables That Summarize the Model Information

 

ModelSummary

Summary information about the underlying state space model

 

Default

IdInformation

Summary information about the ID variable

 

Default

ResponseInfo

Summary information about the response variables

 

Default

StateSummary

Summary information about the model state vector

PROC SSM

STATEINFO

DiffuseStateSummary

Summary information about the diffuse initial state

PROC SSM

STATEINFO

Tables Related to Model Parameters and the Likelihood

 

ConvergenceStatus

Convergence status of the estimation process

 

Default

RegressionEstimates

Estimates of the regression parameters

MODEL

Default

StateRegressionEstimates

Estimates of the state regression parameters

STATE

W

FixedStateEstimates

Estimates of time-invariant, non-stochastic state subsections

 

Default

NamedParameterEstimates

Estimates of the parameters specified in the PARMS statement

PARMS

Default

ParameterEstimates

Estimates of the unknown elements in the model system matrices

 

Default

DisturbanceCovariance

Estimate of the disturbance covariance

STATE

PRINT=COV

InitialCovariance

Estimate of the initial state covariance

STATE

PRINT=COV1

ARCoefficient

Estimate of the autoregressive coefficient matrix

STATE

PRINT=AR

MACoefficient

Estimate of the moving-average coefficient matrix

STATE

PRINT=MA

TransitionMatrix

Estimate of the state transition matrix

STATE

PRINT=T

FitSummary

Summary of the likelihood-based-fit-statistics

 

Default

InformationCriteria

Likelihood-based information criteria

 

Default

Tables Related to Series and Component Forecasts

 

Forecasts

Series forecasts

MODEL

PRINT=FILTER

SmoothedResponse

Smoothed series values

MODEL

PRINT=SMOOTH

FilteredComponent

Component forecasts

COMPONENT

PRINT=FILTER

SmoothedComponent

Smoothed component

COMPONENT

PRINT=SMOOTH

Tables Related to Outlier Detection and Model Quality

 

AOSummary

Summary of additive outliers

Default

Default

ElementTrendBreakSummary

Elementwise trend break summary

TREND

CHECKBREAK

OverallTrendBreakSummary

Overall trend break summary

TREND

CHECKBREAK(OVERALL)

ElementStatedBreakSummary

Elementwise state break summary

STATE

CHECKBREAK

OverallStateBreakSummary

Overall state break summary

STATE

CHECKBREAK(OVERALL)

MaximalShockSummary

Summary of maximal state shocks

OUTPUT

MAXSHOCK

PRESS

Prediction error sum of squares

OUTPUT

PRESS