The SSM Procedure
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Overview
- Getting Started
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Syntax
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DetailsState Space Model and NotationTypes of Sequence DataOverview of Model Specification SyntaxFiltering, Smoothing, Likelihood, and Structural Break DetectionEstimation of User-Specified Linear Combination of State ElementsContrasting PROC SSM with Other SAS Procedures Predefined Trend ModelsPredefined Structural ModelsCovariance ParameterizationMissing ValuesComputational IssuesDisplayed OutputODS Table NamesODS Graph NamesOUT= Data Set
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ExamplesBivariate Basic Structural Model Panel Data: Random-Effects and Autoregressive ModelsBackcasting, Forecasting, and InterpolationLongitudinal Data: Smoothing of Repeated MeasuresA User-Defined Trend ModelModel with Multiple ARIMA ComponentsDynamic Factor ModelingDiagnostic Plots and Structural Break AnalysisLongitudinal Data: Variable Bandwidth SmoothingA Transfer Function Model for the Gas Furnace DataPanel Data: Dynamic Panel Model for the Cigar DataMultivariate Modeling: Long-Term Temperature TrendsBivariate Model: Sales of Mink and Muskrat FursFactor Model: Now-Casting the US EconomyLongitudinal Data: Lung Function Analysis
- References
The ID statement names a numeric variable to associate a sequence value—usually related to a time stamp—to the observations
in the input data set. The observations within a BY group must be ordered in ascending order by the ID variable. Often the
ID variable’s values are SAS date, time, or datetime values, and each observation within a BY group has a unique ID value.
Generally, however, the ID variable can be any numeric variable, and there can be multiple observations with the same ID value.
If the ID values are SAS date, time, or datetime values, you can specify the associated unit of time—for example, day, week
or month—by using the INTERVAL= option. If an ID statement is not specified, the observation number, with respect to the BY
group, is used as the time ID. Whenever an ID variable is specified, a variable, _ID_DELTA_, is automatically created that can be used as any input data set variable in the programming statements. _ID_DELTA_ contains the distance between two successive ID values. The first _ID_DELTA_ value is arbitrarily taken as one. If the INTERVAL= option is specified, the distance between the ID values is measured in
terms of the number of intervals; therefore, for regularly spaced data, _ID_DELTA_ is identically equal to one. You can specify the following option in the ID statement: