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The UCM Procedure

Overview
Getting Started
A Seasonal Series with Linear Trend
Syntax
Functional Summary PROC UCM Statement AUTOREG Statement BLOCKSEASON Statement BY Statement CYCLE Statement DEPLAG Statement ESTIMATE Statement FORECAST Statement ID Statement IRREGULAR Statement LEVEL Statement MODEL Statement NLOPTIONS Statement OUTLIER Statement PERFORMANCE Statement RANDOMREG Statement SEASON Statement SLOPE Statement SPLINEREG Statement SPLINESEASON Statement
Details
An Introduction to Unobserved Component Models The UCMs as State Space Models Outlier Detection Missing Values Parameter Estimation Bootstrap Prediction Intervals Computational Issues Displayed Output Statistical Graphics ODS Table Names ODS Graph Names OUTFOR= Data Set OUTEST= Data Set Statistics of Fit
Examples
The Airline Series Revisited Variable Star Data Modeling Long Seasonal Patterns Modeling Time-Varying Regression Effects Trend Removal Using the Hodrick-Prescott Filter Using Splines to Incorporate Nonlinear Effects Detection of Level Shift ARIMA Modeling
References

Examples: UCM Procedure

Subsections:

41.1 The Airline Series Revisited
41.2 Variable Star Data
41.3 Modeling Long Seasonal Patterns
41.4 Modeling Time-Varying Regression Effects
41.5 Trend Removal Using the Hodrick-Prescott Filter
41.6 Using Splines to Incorporate Nonlinear Effects
41.7 Detection of Level Shift
41.8 ARIMA Modeling

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