Table 27.1 summarizes the statements and options that control the SSM procedure. Most commonly needed scenarios are listed; see the individual statements for additional details.
Table 27.1: Functional Summary
Description 
Statement 
Option 

Data Set Options 

Specifies the input data set 
DATA= 

Writes series and component forecasts to an output data set 
OUT= 

Model Specification Options 

Specifies the index variable 

Defines variables as model parameters 

Specifies a response variable and the associated observation equation 

Specifies a state subsection 

Specifies the transition matrix of a state subsection 
T 

Specifies the disturbance covariance matrix of a state subsection 
COV 

Specifies the size of the diffuse initial condition of a state subsection 
A1 

Specifies the initial covariance matrix of a state subsection 
COV1 

Specifies a state subsection for a predefined structural model 
TYPE= 

Specifies the regressors in a state equation 
W 

Specifies the input vector in a state equation 
SINPUT= 

Specifies a component 

Specifies a predefined trend component 

Likelihood Optimization Process Control Options 

Specifies the optimization technique 
OPTIMIZER(TECH=) 

Limits the number of iterations 
OPTIMIZER(MAXITER=) 

Outlier and Structural Break Detection Options 

Turns on the search for additive outliers (AO) 
Default 

Turns on the search for structural breaks in a state subsection 
CHECKBREAK 

Turns on the search for structural breaks in a state subsection associated with a trend 
CHECKBREAK 

Specifies the significance level for additive outlier tests 
AO(ALPHA= ) 

Limits the reported number of additive outliers 
AO(MAXNUM= ) 

Limits the reported number of additive outliers to a percentage of the series length 
AO(MAXPCT= ) 

Specifies the significance level for structural break tests 
BREAK(ALPHA= ) 

Limits the reported number of structural breaks 
BREAK(MAXNUM= ) 

Limits the reported number of structural breaks to a percentage of the series length 
BREAK(MAXPCT= ) 

Turns on the search for maximal state shock 
MAXSHOCK 

Graphical Residual and Outlier Analysis Options 

Creates a panel of plots that consists of residual normality plots 
PLOTS=RESIDUAL(NORMAL) 

Creates the standardized residual plot against time 
PLOTS=RESIDUAL(STD) 

Creates a panel of plots that consists of prediction error normality plots 
PLOTS=AO(NORMAL) 

Creates the standardized prediction error plot against time 
PLOTS=AO(STD) 

Creates the plot of maximal state shock chisquare statistics against time 
PLOTS=MAXSHOCK 

Output Control Options 

Specifies the significance level of the forecast confidence limits 
ALPHA= 

Prints the prediction error sum of squares table 
PRESS 

Specifies a linear combination of components to be output 

Global Printing and Plotting Options 

Turns off all printing for the procedure 
NOPRINT 

Turns on all printing options for the procedure 
PRINTALL 

Turns off all plotting for the procedure 
PLOTS=NONE 

Turns on all plotting options for the procedure 
PLOTS=ALL 

Printing State Equation System Matrix Options 

Prints the transition matrix that is associated with a state subsection 
PRINT=T 

Prints the disturbance covariance matrix that is associated with a state subsection 
PRINT=COV 

Prints the initial covariance matrix that is associated with a state subsection 
PRINT=COV1 

Prints the autoregressive coefficient matrix that is associated with a state subsection 
PRINT=AR 

Prints the moving average coefficient matrix that is associated with a state subsection 
PRINT=MA 

Printing Component, Series Forecast, and Smoothed Estimate Options 

Prints the series forecasts 
PRINT=FILTER 

Prints the fullsample estimates of missing series values 
PRINT=SMOOTH 

Prints the smoothed trend estimate 
PRINT=SMOOTH 

Prints the filtered trend estimate 
PRINT=FILTER 

Prints the smoothed component estimate 
PRINT=SMOOTH 

Prints the filtered component estimate 
PRINT=FILTER 

Prints the smoothed component estimate 
PRINT=SMOOTH 

Prints the filtered component estimate 
PRINT=FILTER 

BY Groups 

Specifies BYgroup processing 