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The SSM Procedure (Experimental)

  • Overview Procedure Overview
    Background
  • Getting Started
  • Syntax Procedure Syntax
    Functional Summary PROC SSM Statement BY Statement COMPONENT Statement EVAL Statement FORECAST Statement ID Statement IRREGULAR Statement MODEL Statement PARMS Statement Programming Statements STATE Statement TREND Statement
  • Details Procedure 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
  • Examples Procedure Examples
    Panel Data: Two-Way Random-Effects Model Backcasting, Forecasting, and Interpolation Smoothing of Repeated Measures Data A User-Defined Trend Model
  • References
 

Examples: SSM Procedure

  • Panel Data: Two-Way Random-Effects Model
  • Backcasting, Forecasting, and Interpolation
  • Smoothing of Repeated Measures Data
  • A User-Defined Trend Model

Note: This procedure is experimental.

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