Bivariate Basic Structural Model
/*--------------------------------------------------------------
SAS Sample Library
Name: ssmex01.sas
Description: Example program from SAS/ETS User's Guide,
The SSM Procedure
Title: Bivariate Basic Structural Model
Product: SAS/ETS Software
Keys: Bivariate Basic Structural Model
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;
proc ssm data=seatBelt stateinfo;
id date interval=quarter;
Q1_83_Shift = (date >= '1jan1983'd);
state error(2) type=WN cov(g) print=cov;
component wn1 = error[1];
component wn2 = error[2];
state level(2) type=RW cov(rank=1) print=cov;
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 / print=(smooth);
model r_KSI = rw2 s2 wn2;
eval f_KSI_sa = rw1 + Q1_83_Shift;
output out=For1;
run;
proc sgplot data=For1;
title "Seasonally Adjusted f_KSI with 95% Confidence Band";
band x=date lower=smoothed_lower_f_KSI_sa
upper=smoothed_upper_f_KSI_sa ;
series x=date y=smoothed_f_KSI_sa;
refline '1jan1985'd / axis=x lineattrs=(pattern=shortdash)
LEGENDLABEL= "Start of Multistep Forecasts"
name="Forecast Reference Line";
scatter x=date y=f_KSI ;
run;
title;