Syntax: SSM Procedure

The SSM procedure uses the following statements:

PROC SSM <options> ;
BY variables ;
COMPONENT name = (variables) * state ;
EVAL name = expression ;
FORECAST <options> ;
ID variable <option> ;
IRREGULAR name <options> ;
MODEL response = variables ;
PARMS variables </ options> ;
Programming statements ;
STATE name( dim ) <options> ;
TREND name( type ) <options> ;

All statements except the BY, ID, and the FORECAST statements can be used multiple times. The PROC SSM statement and at least one MODEL statement are required. In addition to these statements, you can use most DATA step programming statements to define new variables that are needed for specifying different parts of the state space model.

Note: This procedure is experimental.