Diagnostic Plots
/*--------------------------------------------------------------
SAS Sample Library
Name: ssmex08.sas
Description: Example program from SAS/ETS User's Guide,
The SSM Procedure
Title: Diagnostic Plots
Product: SAS/ETS Software
Keys: state space model, diagnostic plots
PROC: SSM
Notes:
--------------------------------------------------------------*/
data seatBelt;
input f_KSI r_KSI @@;
label f_KSI = "Front Seat Passengers Injured--log scale";
label r_KSI = "Rear Seat Passengers Injured--log scale";
date = intnx( 'quarter', '1jan1969'd, _n_-1 );
format date YYQS.;
datalines;
6.72417 5.64654 6.81728 6.06123 6.92382 6.18190
6.92375 6.07763 6.84975 5.78544 6.81836 6.04644
7.00942 6.30167 7.09329 6.14476 6.78554 5.78212
6.86323 6.09520 6.99369 6.29507 6.98344 6.06194
6.81499 5.81249 6.92997 6.10534 6.96356 6.21298
7.02296 6.15261 6.76466 5.77967 6.95563 6.18993
7.02016 6.40524 6.87849 6.06308 6.55966 5.66084
6.73627 6.02395 6.91553 6.25736 6.83576 6.03535
6.52075 5.76028 6.59860 5.91208 6.70597 6.08029
6.75110 5.98833 6.53117 5.67676 6.52718 5.90572
6.65963 6.01003 6.76869 5.93226 6.44483 5.55616
6.62063 5.82533 6.72938 6.04531 6.82182 5.98277
6.64134 5.76540 6.66762 5.91378 6.83524 6.13387
6.81594 5.97907 6.60761 5.66838 6.62985 5.88151
6.76963 6.06895 6.79927 6.01991 6.52728 5.69113
6.60666 5.92841 6.72242 6.03111 6.76228 5.93898
6.54290 5.72538 6.62469 5.92028 6.73415 6.11880
6.74094 5.98009 6.46418 5.63517 6.61537 5.96040
6.76185 6.15613 6.79546 6.04152 6.21529 5.70139
6.27565 5.92508 6.40771 6.13903 6.37293 5.96883
6.16445 5.77021 6.31242 6.05267 6.44414 6.15806
6.53678 6.13404
run;
ods graphics on;
proc ssm data=seatBelt optimizer(tech=interiorpoint) plots=all;
id date interval=quarter;
state error(2) type=WN cov(g);
component wn1 = error[1];
component wn2 = error[2];
state level(2) type=RW cov(rank=1) ;
component rw1 = level[1];
component rw2 = level[2];
state season(2) type=season(length=4);
component s1 = season[1];
component s2 = season[2];
model f_KSI = rw1 s1 wn1;
model r_KSI = rw2 s2 wn2;
run;
proc ssm data=seatBelt optimizer(tech=interiorpoint) plots=all;
id date interval=quarter;
Q1_83_Shift = (date >= '1jan1983'd);
state error(2) type=WN cov(g);
component wn1 = error[1];
component wn2 = error[2];
state level(2) type=RW cov(rank=1) ;
component rw1 = level[1];
component rw2 = level[2];
state season(2) type=season(length=4);
component s1 = season[1];
component s2 = season[2];
model f_KSI = Q1_83_Shift rw1 s1 wn1;
model r_KSI = rw2 s2 wn2;
run;