The UCM Procedure

ODS Table Names

The UCM procedure assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 34.2.

Table 34.2: ODS Tables Produced by PROC UCM

ODS Table Name	Description	Statement	Option
Tables Summarizing the Estimation and Forecast Spans
EstimationSpan	Estimation span summary information		default
ForecastSpan	Forecast span summary information		default
Tables Related to Model Parameters
ConvergenceStatus	Convergence status of the estimation process		default
FixedParameters	Fixed parameters in the model		default
InitialParameters	Initial estimates of the free parameters		default
ParameterEstimates	Final estimates of the free parameters		default
Tables Related to Model Information and Diagnostics
BlockSeasonDescription	Information about the block seasonals in the model		default
ComponentSignificance	Significance analysis of the components in the model		default
CycleDescription	Information about the cycles in the model		default
FitStatistics	Fit statistics based on the one-step-ahead predictions		default
FitSummary	Likelihood-based fit statistics		default
OutlierSummary	Summary table of the detected outliers		default
SeasonDescription	Information about the seasonals in the model		default
SeasonHarmonics	Summary of harmonics in a trigonometric seasonal component	SEASON	PRINT=HARMONICS
SplineSeasonDescription	Information about the spline-seasonals in the model		default
TrendInformation	Summary information of the level and slope components		default
Tables Related to Filtered Component Estimates
FilteredAutoReg	Filtered estimate of an autoreg component	AUTOREG	PRINT=FILTER
FilteredBlockSeason	Filtered estimate of a block seasonal component	BLOCKSEASON	PRINT=FILTER
FilteredCycle	Filtered estimate of a cycle component	CYCLE	PRINT=FILTER
FilteredIrregular	Filtered estimate of the irregular component	IRREGULAR	PRINT=FILTER
FilteredLevel	Filtered estimate of the level component	LEVEL	PRINT=FILTER
FilteredRandomReg	Filtered estimate of the time-varying random-regression coefficient	RANDOMREG	PRINT=FILTER
FilteredSeason	Filtered estimate of a seasonal component	SEASON	PRINT=FILTER
FilteredSlope	Filtered estimate of the slope component	SLOPE	PRINT=FILTER
FilteredSplineReg	Filtered estimate of the time-varying spline-regression coefficient	SPLINEREG	PRINT=FILTER
FilteredSplineSeason	Filtered estimate of a spline-seasonal component	SPLINESEASON	PRINT=FILTER
Tables Related to Smoothed Component Estimates
SmoothedAutoReg	Smoothed estimate of an autoreg component	AUTOREG	PRINT=SMOOTH
SmoothedBlockSeason	Smoothed estimate of a block seasonal component	BLOCKSEASON	PRINT=SMOOTH
SmoothedCycle	Smoothed estimate of the cycle component	CYCLE	PRINT=SMOOTH
SmoothedIrregular	Smoothed estimate of the irregular component	IRREGULAR	PRINT=SMOOTH
SmoothedLevel	Smoothed estimate of the level component	LEVEL	PRINT=SMOOTH
SmoothedRandomReg	Smoothed estimate of the time-varying random-regression coefficient	RANDOMREG	PRINT=SMOOTH
SmoothedSeason	Smoothed estimate of a seasonal component	SEASON	PRINT=SMOOTH
SmoothedSlope	Smoothed estimate of the slope component	SLOPE	PRINT=SMOOTH
SmoothedSplineReg	Smoothed estimate of the time-varying spline-regression coefficient	SPLINEREG	PRINT=SMOOTH
SmoothedSplineSeason	Smoothed estimate of a spline-seasonal component	SPLINESEASON	PRINT=SMOOTH
Tables Related to Series Decomposition and Forecasting
FilteredAllExceptIrreg	Filtered estimate of sum of all components except the irregular component	FORECAST	PRINT=FDECOMP
FilteredTrend	Filtered estimate of trend	FORECAST	PRINT= FDECOMP
FilteredTrendReg	Filtered estimate of trend plus regression	FORECAST	PRINT=FDECOMP
FilteredTrendRegCyc	Filtered estimate of trend plus regression plus cycles and autoreg	FORECAST	PRINT=FDECOMP
Forecasts	Dependent series forecasts		default
PostSamplePrediction	Forecasting performance in the holdout period	FORECAST	BACK=
SmoothedAllExceptIrreg	Smoothed estimate of sum of all components except the irregular component	FORECAST	PRINT=DECOMP
SmoothedTrend	Smoothed estimate of trend	FORECAST	PRINT= DECOMP
SmoothedTrendReg	Smoothed estimate of trend plus regression	FORECAST	PRINT=DECOMP
SmoothedTrendRegCyc	Smoothed estimate of trend plus regression plus cycles and autoreg	FORECAST	PRINT=DECOMP

Note: The tables are related to a single series within a BY group. In the case of models that contain multiple cycles, seasonal components, or block seasonal components, the corresponding component estimate tables are sequentially numbered. For example, if a model contains two cycles and a seasonal component and the PRINT=SMOOTH option is used for each of them, the ODS tables containing the smoothed estimates will be named SmoothedCycle1, SmoothedCycle2, and SmoothedSeason. Note that the seasonal table is not numbered because there is only one seasonal component. There are some exceptions to this numbering rule: the tables, FilteredRandomReg, SmoothedRandomReg, FilteredSplineReg, and SmoothedSplineReg, are always numbered starting with zero.