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 StatementPERFORMANCE StatementRANDOMREG StatementSEASON StatementSLOPE StatementSPLINEREG StatementSPLINESEASON Statement
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Details
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Examples
- References
MODEL Statement
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MODEL dependent <= regressors>;
The MODEL statement specifies the response variable and, optionally, the predictor or regressor variables for the UCM model. This is a required statement in the UCM procedure. The predictors specified in the MODEL statement are assumed to have a linear and time-invariant relationship with the response. The predictors that have time-varying regression coefficients are specified separately in the RANDOMREG statement. Similarly, the predictors that have a nonlinear effect on the response variable are specified separately in the SPLINEREG statement. Only one MODEL statement can be specified.