Resources

Diagnostic Plots

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: ssmex08.sas
 Description: Example program from SAS/ETS User's Guide,
              The SSM Procedure
       Title: Diagnostic Plots
     Product: SAS/ETS Software
        Keys: state space model, diagnostic plots
        PROC: SSM
       Notes:

--------------------------------------------------------------*/

data seatBelt;
input f_KSI r_KSI @@;
label f_KSI = "Front Seat Passengers Injured--log scale";
label r_KSI = "Rear Seat Passengers Injured--log scale";
date = intnx( 'quarter', '1jan1969'd, _n_-1 );
format date YYQS.;
datalines;
    6.72417 5.64654  6.81728 6.06123  6.92382 6.18190
    6.92375 6.07763  6.84975 5.78544  6.81836 6.04644
    7.00942 6.30167  7.09329 6.14476  6.78554 5.78212
    6.86323 6.09520  6.99369 6.29507  6.98344 6.06194
    6.81499 5.81249  6.92997 6.10534  6.96356 6.21298
    7.02296 6.15261  6.76466 5.77967  6.95563 6.18993
    7.02016 6.40524  6.87849 6.06308  6.55966 5.66084
    6.73627 6.02395  6.91553 6.25736  6.83576 6.03535
    6.52075 5.76028  6.59860 5.91208  6.70597 6.08029
    6.75110 5.98833  6.53117 5.67676  6.52718 5.90572
    6.65963 6.01003  6.76869 5.93226  6.44483 5.55616
    6.62063 5.82533  6.72938 6.04531  6.82182 5.98277
    6.64134 5.76540  6.66762 5.91378  6.83524 6.13387
    6.81594 5.97907  6.60761 5.66838  6.62985 5.88151
    6.76963 6.06895  6.79927 6.01991  6.52728 5.69113
    6.60666 5.92841  6.72242 6.03111  6.76228 5.93898
    6.54290 5.72538  6.62469 5.92028  6.73415 6.11880
    6.74094 5.98009  6.46418 5.63517  6.61537 5.96040
    6.76185 6.15613  6.79546 6.04152  6.21529 5.70139
    6.27565 5.92508  6.40771 6.13903  6.37293 5.96883
    6.16445 5.77021  6.31242 6.05267  6.44414 6.15806
    6.53678 6.13404
run;

ods graphics on;

 proc ssm data=seatBelt optimizer(tech=interiorpoint) plots=all;
    id date interval=quarter;
    state error(2) type=WN cov(g);
    component wn1 = error[1];
    component wn2 = error[2];
    state level(2) type=RW cov(rank=1) ;
    component rw1 = level[1];
    component rw2 = level[2];
    state season(2) type=season(length=4);
    component s1 = season[1];
    component s2 = season[2];
    model f_KSI = rw1 s1  wn1;
    model r_KSI = rw2 s2 wn2;
 run;

 proc ssm data=seatBelt optimizer(tech=interiorpoint) plots=all;
    id date interval=quarter;
    Q1_83_Shift = (date >= '1jan1983'd);
    state error(2) type=WN cov(g);
    component wn1 = error[1];
    component wn2 = error[2];
    state level(2) type=RW cov(rank=1) ;
    component rw1 = level[1];
    component rw2 = level[2];
    state season(2) type=season(length=4);
    component s1 = season[1];
    component s2 = season[2];
    model f_KSI = Q1_83_Shift rw1 s1  wn1;
    model r_KSI = rw2 s2 wn2;
 run;