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The STATESPACE Procedure

Overview
The State Space Model How PROC STATESPACE Works
Getting Started
Automatic State Space Model Selection Specifying the State Space Model
Syntax
Functional Summary PROC STATESPACE Statement BY Statement FORM Statement ID Statement INITIAL Statement RESTRICT Statement VAR Statement
Details
Missing Values Stationarity and Differencing Preliminary Autoregressive Models Canonical Correlation Analysis Parameter Estimation Forecasting Relation of ARMA and State Space Forms OUT= Data Set OUTAR= Data Set OUTMODEL= Data Set Printed Output ODS Table Names
Examples
Series J from Box and Jenkins
References

BY Statement

BY variable …;

A BY statement can be used with the STATESPACE procedure to obtain separate analyses on observations in groups defined by the BY variables.

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