The SPP Procedure

You use the COVTEST statement to perform covariate dependency tests that are based on an empirical distribution function (EDF). The COVTEST statement contains two essential parts: a process-name (which must be declared in a PROCESS statement that precedes the COVTEST statement) that you specify on the left side and a list of trend-names (which must be defined in a preceding TREND statement within the same PROC SPP call) that you specify on the right side. The procedure performs separate EDF tests for every trend-name that is specified in the right side of the COVTEST statement. When you include a trend on the right side of the COVTEST statement, PROC SPP performs a weighted EDF test. Performing EDF tests involves computing EDF statistics, for which the SPP procedure calculates the Kolmogorov-Smirnov D statistic by default. PROC SPP also produces an EDF plot for the Kolmogorov-Smirnov D statistic, which you can request by using the  TEST=D option. If you are interested instead in the Cramér–von Mises statistic, you need to request it via the following covtest-option: