Getting Started Example for PROC UCM
/*--------------------------------------------------------------
SAS Sample Library
Name: ucmgs.sas
Description: Example program from SAS/ETS User's Guide,
The UCM Procedure
Title: Getting Started Example for PROC UCM
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;
proc timeseries data=seriesG plot=series;
id date interval=month;
var logair;
run;
proc ucm data=seriesG;
id date interval=month;
model logair;
irregular;
level;
slope;
season length=12 type=trig print=smooth;
estimate;
forecast lead=24 print=decomp;
run;
proc ucm data=seriesG;
id date interval = month;
model logair;
irregular;
level plot=smooth;
slope variance=0 noest;
season length=12 type=trig
plot=smooth;
estimate;
forecast lead=24 plot=decomp;
run;