The SSM Procedure (Experimental)
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Overview
- Getting Started
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Syntax
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Details
The State Space Model and Notation Types of Data Organization Overview of Model Specification Syntax Likelihood, Filtering, and Smoothing Contrasting PROC SSM with Other SAS Procedures Predefined Trend Models Predefined Structural Models Covariance Parameterization Missing Values Computational Issues Displayed Output ODS Table Names OUT= Data Set
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Examples
- References
| IRREGULAR Statement |
- IRREGULAR name <option> ;
- VARIANCE=variable | number
specifies the variance of the white noise. Any nonnegative value, including zero, is permissible. If the variable contains unknown parameters, they are estimated from the data. Similarly, if the VARIANCE= option is not specified, the variance is estimated from the data.
Note: This procedure is experimental.