• Print  |
  • Feedback  |

FOCUS AREAS

SAS/ETS Examples

Analysis of Unobserved Component Models Using PROC UCM

Contents | Back to Example

SAS Program 

   /*-----------------------------------------------------------------
     Example: Analysis of Unobserved Component Models Using PROC UCM 
     Requires: SAS/ETS
     Version: 9.0                                                                       
     ------------------------------------------------------------------*/

   data melanoma ; 
      input Incidences @@ ; 
      year = intnx('year','1jan1936'd,_n_-1) ; 
      format year year4. ; 
      label Incidences = 'Age Adjusted Incidences of Melanoma per 100,000'; 
      datalines ; 
         0.9 0.8 0.8 1.3 1.4 1.2 1.7 1.8 1.6 1.5 
         1.5 2.0 2.5 2.7 2.9 2.5 3.1 2.4 2.2 2.9 
         2.5 2.6 3.2 3.8 4.2 3.9 3.7 3.3 3.7 3.9 
         4.1 3.8 4.7 4.4 4.8 4.8 4.8 
         ; 
   run ; 

 

    proc gplot data = melanoma ; 
       plot Incidences*year / cframe = ligr vaxis = axis1 haxis = axis2 ; 
       title 'Melanoma Incidences Plot' ; 
       symbol c = blue i = join v = dot ; 
       axis1 label = (angle=90 'Melanoma Incidences') ; 
       axis2 label =('Year') ; 
    run ; 

     

   proc ucm data = melanoma; 
      id year interval = year; 
      model Incidences ; 
      irregular ; 
      level ; 
      slope ; 
      cycle ; 
   run ; 

 

  ods html ;
  ods graphics on ; 
   proc ucm data = melanoma; 
      id year interval = year; 
      model Incidences ; 
      irregular ; 
      level variance=0 noest ; 
      slope variance=0 noest ; 
      cycle plot=smooth ; 
      estimate back=5 plot=(normal acf); 
      forecast lead=10 back=5 plot=decomp; 
   run ; 
  ods graphics off ;
  ods html close ;