The UCM Procedure

ODS Table Names

The UCM procedure assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 41.2.

Table 41.2: ODS Tables Produced by PROC UCM

ODS Table Name

Description

Statement

Option

Tables Summarizing the Estimation and Forecast Spans

 

EstimationSpan

Estimation span summary information

 

default

ForecastSpan

Forecast span summary information

 

default

Tables Related to Model Parameters

 

ConvergenceStatus

Convergence status of the estimation process

 

default

FixedParameters

Fixed parameters in the model

 

default

InitialParameters

Initial estimates of the free parameters

 

default

ParameterEstimates

Final estimates of the free parameters

 

default

Tables Related to Model Information and Diagnostics

 

BlockSeasonDescription

Information about the block seasonals in the model

 

default

ComponentSignificance

Significance analysis of the components in the model

 

default

CycleDescription

Information about the cycles in the model

 

default

FitStatistics

Fit statistics based on the one-step-ahead predictions

 

default

FitSummary

Likelihood-based fit statistics

 

default

OutlierSummary

Summary table of the detected outliers

 

default

SeasonDescription

Information about the seasonals in the model

 

default

SeasonHarmonics

Summary of harmonics in a trigonometric seasonal component

SEASON

PRINT=HARMONICS

SplineSeasonDescription

Information about the spline-seasonals in the model

 

default

TrendInformation

Summary information of the level and slope components

 

default

Tables Related to Filtered Component Estimates

 

FilteredAutoReg

Filtered estimate of an autoreg component

AUTOREG

PRINT=FILTER

FilteredBlockSeason

Filtered estimate of a block seasonal component

BLOCKSEASON

PRINT=FILTER

FilteredCycle

Filtered estimate of a cycle component

CYCLE

PRINT=FILTER

FilteredIrregular

Filtered estimate of the irregular component

IRREGULAR

PRINT=FILTER

FilteredLevel

Filtered estimate of the level component

LEVEL

PRINT=FILTER

FilteredRandomReg

Filtered estimate of the time-varying random-regression coefficient

RANDOMREG

PRINT=FILTER

FilteredSeason

Filtered estimate of a seasonal component

SEASON

PRINT=FILTER

FilteredSlope

Filtered estimate of the slope component

SLOPE

PRINT=FILTER

FilteredSplineReg

Filtered estimate of the time-varying spline-regression coefficient

SPLINEREG

PRINT=FILTER

FilteredSplineSeason

Filtered estimate of a spline-seasonal component

SPLINESEASON

PRINT=FILTER

Tables Related to Smoothed Component Estimates

 

SmoothedAutoReg

Smoothed estimate of an autoreg component

AUTOREG

PRINT=SMOOTH

SmoothedBlockSeason

Smoothed estimate of a block seasonal component

BLOCKSEASON

PRINT=SMOOTH

SmoothedCycle

Smoothed estimate of the cycle component

CYCLE

PRINT=SMOOTH

SmoothedIrregular

Smoothed estimate of the irregular component

IRREGULAR

PRINT=SMOOTH

SmoothedLevel

Smoothed estimate of the level component

LEVEL

PRINT=SMOOTH

SmoothedRandomReg

Smoothed estimate of the time-varying random-regression coefficient

RANDOMREG

PRINT=SMOOTH

SmoothedSeason

Smoothed estimate of a seasonal component

SEASON

PRINT=SMOOTH

SmoothedSlope

Smoothed estimate of the slope component

SLOPE

PRINT=SMOOTH

SmoothedSplineReg

Smoothed estimate of the time-varying spline-regression coefficient

SPLINEREG

PRINT=SMOOTH

SmoothedSplineSeason

Smoothed estimate of a spline-seasonal component

SPLINESEASON

PRINT=SMOOTH

Tables Related to Series Decomposition and Forecasting

 

FilteredAllExceptIrreg

Filtered estimate of sum of all components except the irregular component

FORECAST

PRINT=FDECOMP

FilteredTrend

Filtered estimate of trend

FORECAST

PRINT= FDECOMP

FilteredTrendReg

Filtered estimate of trend plus regression

FORECAST

PRINT=FDECOMP

FilteredTrendRegCyc

Filtered estimate of trend plus regression plus cycles and autoreg

FORECAST

PRINT=FDECOMP

Forecasts

Dependent series forecasts

 

default

PostSamplePrediction

Forecasting performance in the holdout period

FORECAST

BACK=

SmoothedAllExceptIrreg

Smoothed estimate of sum of all components except the irregular component

FORECAST

PRINT=DECOMP

SmoothedTrend

Smoothed estimate of trend

FORECAST

PRINT= DECOMP

SmoothedTrendReg

Smoothed estimate of trend plus regression

FORECAST

PRINT=DECOMP

SmoothedTrendRegCyc

Smoothed estimate of trend plus regression plus cycles and autoreg

FORECAST

PRINT=DECOMP


Note: The tables are related to a single series within a BY group. In the case of models that contain multiple cycles, seasonal components, or block seasonal components, the corresponding component estimate tables are sequentially numbered. For example, if a model contains two cycles and a seasonal component and the PRINT=SMOOTH option is used for each of them, the ODS tables containing the smoothed estimates will be named SmoothedCycle1, SmoothedCycle2, and SmoothedSeason. Note that the seasonal table is not numbered because there is only one seasonal component. There are some exceptions to this numbering rule: the tables, FilteredRandomReg, SmoothedRandomReg, FilteredSplineReg, and SmoothedSplineReg, are always numbered starting with zero.