Lung Function Analysis of an Asthma Patient
/*--------------------------------------------------------------
SAS Sample Library
Name: ssmex15.sas
Description: Example program from SAS/ETS User's Guide,
The SSM Procedure
Title: Lung Function Analysis of an Asthma Patient
Product: SAS/ETS Software
Keys: Multivariate Modeling, Factor Model
PROC: SSM
Notes:
--------------------------------------------------------------*/
data asth;
input time y @@;
datalines;
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;
data append(keep=time y);
do i=1 to 30 by 2;
time = 670+i;
y = .;
output;
end;
run;
proc append base=asth data=append; run;
title;
proc ssm data=asth;
id time;
state s1(1) type=cycle(CT) cov(g);
comp c1 = s1[1];
intercept = 1;
irregular wn;
model y= intercept time c1 wn;
output out=for1 press;
eval pattern=intercept+time+c1;
run;
proc sgplot data=for1;
title "Estimated Stochastic Cycle";
title2 "(Period = 24.78 Hours and Damping Factor = 0.97)";
series x=time y=smoothed_c1;
refline 0 / axis=y lineattrs=(pattern=dash);
run;
title;
proc sgplot data=for1;
where time > 300;
title "Estimated Pattern: Time Trend + Stochastic Cycle";
series x=time y=smoothed_pattern;
scatter x=time y=y;
refline 671 / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;
title;