The SSM Procedure
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Overview
- Getting Started
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Syntax
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DetailsState Space Model and NotationTypes of Sequence DataOverview of Model Specification SyntaxFiltering, Smoothing, Likelihood, and Structural Break DetectionEstimation of User-Specified Linear Combination of State ElementsContrasting PROC SSM with Other SAS Procedures Predefined Trend ModelsPredefined Structural ModelsModels with Dependent LagsCovariance ParameterizationMissing ValuesComputational IssuesDisplayed OutputODS Table NamesODS Graph NamesOUT= Data Set
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ExamplesBivariate Basic Structural Model Panel Data: Random-Effects and Autoregressive ModelsBackcasting, Forecasting, and InterpolationLongitudinal Data: Smoothing of Repeated MeasuresA User-Defined Trend ModelModel with Multiple ARIMA ComponentsDynamic Factor ModelingDiagnostic Plots and Structural Break AnalysisLongitudinal Data: Variable Bandwidth SmoothingA Transfer Function Model for the Gas Furnace DataPanel Data: Dynamic Panel Model for the Cigar DataMultivariate Modeling: Long-Term Temperature TrendsBivariate Model: Sales of Mink and Muskrat FursFactor Model: Now-Casting the US EconomyLongitudinal Data: Lung Function Analysis
- References
Examples: SSM Procedure
Subsections:
- 34.1 Bivariate Basic Structural Model
- 34.2 Panel Data: Random-Effects and Autoregressive Models
- 34.3 Backcasting, Forecasting, and Interpolation
- 34.4 Longitudinal Data: Smoothing of Repeated Measures
- 34.5 A User-Defined Trend Model
- 34.6 Model with Multiple ARIMA Components
- 34.7 Dynamic Factor Modeling
- 34.8 Diagnostic Plots and Structural Break Analysis
- 34.9 Longitudinal Data: Variable Bandwidth Smoothing
- 34.10 A Transfer Function Model for the Gas Furnace Data
- 34.11 Panel Data: Dynamic Panel Model for the Cigar Data
- 34.12 Multivariate Modeling: Long-Term Temperature Trends
- 34.13 Bivariate Model: Sales of Mink and Muskrat Furs
- 34.14 Factor Model: Now-Casting the US Economy
- 34.15 Longitudinal Data: Lung Function Analysis