The UCM Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryPROC UCM StatementAUTOREG StatementBLOCKSEASON StatementBY StatementCYCLE StatementDEPLAG StatementESTIMATE StatementFORECAST StatementID StatementIRREGULAR StatementLEVEL StatementMODEL StatementNLOPTIONS StatementOUTLIER StatementRANDOMREG StatementSEASON StatementSLOPE StatementSPLINEREG StatementSPLINESEASON Statement
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Details
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Examples
- References
OUTEST= Data Set
You can use the OUTEST= option in the ESTIMATE statement to store the model parameters and the related estimation details. This data set contains the following columns:
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the BY variables
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COMPONENT, a character variable containing the name of the component corresponding to the parameter being described
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PARAMETER, a character variable containing the parameter name
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TYPE, a character variable indicating whether the parameter value was fixed by the user or estimated
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_STATUS_, a character variable indicating whether the parameter estimation process converged or failed or there was an error of some other kind
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ESTIMATE, a numerical variable containing the parameter estimate
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STD, a numerical variable containing the standard error of the parameter estimate. This has a missing value if the parameter value is fixed.
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TVALUE, a numerical variable containing the t-statistic. This has a missing value if the parameter value is fixed.
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PVALUE, a numerical variable containing the p-value. This has a missing value if the parameter value is fixed.