Previous Page
|
Next Page

The STATESPACE Procedure

Overview
The State Space Model How PROC STATESPACE Works
Getting Started
Automatic State Space Model Selection Specifying the State Space Model
Syntax
Functional Summary PROC STATESPACE Statement BY Statement FORM Statement ID Statement INITIAL Statement RESTRICT Statement VAR Statement
Details
Missing Values Stationarity and Differencing Preliminary Autoregressive Models Canonical Correlation Analysis Parameter Estimation Forecasting Relation of ARMA and State Space Forms OUT= Data Set OUTAR= Data Set OUTMODEL= Data Set Printed Output ODS Table Names
Examples
Series J from Box and Jenkins
References

Details: STATESPACE Procedure

Subsections:

Missing Values
Stationarity and Differencing
Preliminary Autoregressive Models
Canonical Correlation Analysis
Parameter Estimation
Forecasting
Relation of ARMA and State Space Forms
OUT= Data Set
OUTAR= Data Set
OUTMODEL= Data Set
Printed Output
ODS Table Names

Previous Page
|
Next Page
|
Top of Page