The IRREGULAR statement specifies a one-dimensional white noise component, which can be used to specify the observation error
in a MODEL statement. You can specify the following options in the IRREGULAR statement:
-
PRINT=SMOOTH
-
requests printing of the smoothed estimate of the specified irregular component.
-
VARIANCE=variable | number
-
specifies the variance of the white noise. Any nonnegative value, including 0, is permissible. If the variable contains unknown parameters, they are estimated from the data. Similarly, if the VARIANCE= option is not specified, the variance
is estimated from the data.
