The Airline Series Revisited
/*--------------------------------------------------------------
SAS Sample Library
Name: ucmex01.sas
Description: Example program from SAS/ETS User's Guide,
The UCM Procedure
Title: The Airline Series Revisited
Product: SAS/ETS Software
Keys: equally spaced univariate time series data
PROC: UCM
Notes:
--------------------------------------------------------------*/
ods graphics on;
data seriesG;
set sashelp.air;
logair = log(air);
run;
ods output Forecasts = fortable
(rename = (actual=logair time=date)
where=(date >= '1jan1960'd and date < '1jan1961'd));
ods output EstimationSpan = espan;
ods output ForecastSpan = fspan;
proc ucm data = seriesG;
id date interval = month;
model logair;
irregular;
level;
slope var = 0 noest;
season length = 12 type=trig;
estimate back=24 plot=panel;
forecast back=12 lead=24 print=forecasts;
run;
proc print data=espan noobs;
var variable type first last nobs mean;
run;
proc print data=fspan noobs;
var variable type first last nobs mean;
run;
proc print data=fortable noobs;
var obs date forecast stderr logair residual;
format _numeric_ 8.3;
format date monyy.5;
format obs 8.0;
run;
proc ucm data = seriesG;
id date interval = month;
model logair;
irregular;
level;
slope var = 0 noest;
season length = 12 type=trig;
estimate back=24;
forecast back=12 lead=24 plot=forecasts;
run;