
AO(<ALPHA=number> <MAXNUM=number> <MAXPCT=number>)

controls the additive outlier search (see the section DeleteOne Cross Validation and the Additive Outlier Detection for more information). The ALPHA= suboption specifies the significance level for reporting the outliers. The default is ALPHA=0.05.
The MAXNUM= suboption limits the number of outliers to search. The default is MAXNUM=5. The MAXPCT= suboption is similar to
the MAXNUM= suboption. In the MAXPCT= option you can limit the number of outliers to search for according to a percentage
of the series length. The default is MAXPCT=1. When you specify both of these options, the lesser of the two search numbers
is used.

ALPHA=number

specifies the significance level of the forecast confidence intervals. For example, ALPHA=0.05, which is the default, results
in a 95% confidence interval.

BREAK(<ALPHA=number> <MAXNUM=number> <MAXPCT=number>)

controls the structural break search (for more information, see the section Structural Breaks in the State Evolution). In order for this option to have any effect, the CHECKBREAK option in one of the STATE or TREND statements, or the MAXSHOCK
option in the OUTPUT statement, must be turned on. The ALPHA= suboption specifies the significance level for reporting the
breaks. The default is ALPHA=0.05. The MAXNUM= suboption limits the number of breaks to search. The default is MAXNUM=5. The
MAXPCT= suboption is similar to the MAXNUM= suboption. In the MAXPCT= option, you can limit the number of breaks to search
for according to a percentage of the number of distinct time points in the data. The default is MAXPCT=1. When you specify
both of these options, the lesser of the two search numbers is used.

MAXSHOCK

causes the computation of the maximal state shock chisquare statistic at each distinct time point in the input data set.
These statistics are output to the data set that is specified in the OUT= option. A time series plot of these statistics is
produced if the PLOTS=MAXSHOCK option is specified in the PROC SSM statement. These statistics are useful for detecting structural
breaks in the state evolution process. This option can be computationally expensive for a model with large state size. See
the section Structural Breaks in the State Evolution for more information.

OUT=SASdataset

specifies an output data set for the forecasts. The output data set contains the ID variable (if specified), the response
variables, the onestepahead and outofsample response variable forecasts, the forecast confidence intervals, the smoothed
values of the response series, and the onestepahead and smoothed estimates of the model componentsâ€”including expressions
that are defined by using the EVAL statement. See the section OUT= Data Set for more information.

PDV

causes the inclusion of the variables (variables in the program data vector) that are defined by using the programming statements
in the SSM procedure in the OUT= data set. The parameters defined by the PARMS statement are also included. The output data
set contains the values of these variables evaluated for all the rows in the input data set that is specified in the DATA=
option. The parameters in the PARMS statement contain their estimated values.

PRESS

prints the prediction error sum of squares (PRESS) and the generalized cross validation error sum of squares (GCV). The PRESS
table also reports the number of summands that are used in these sums of squares. See the section DeleteOne Cross Validation and the Additive Outlier Detection for more information.