Invariance Property of the Marginal Likelihood

/*--------------------------------------------------------------
                    SAS Sample Library

       Name: ssmex18.sas
       Description: Example program from SAS/ETS User's Guide,
              The SSM Procedure
       Title: Invariance Property of the Marginal Likelihood
       Product: SAS/ETS Software
        Keys: Marginal Likelihood
        PROC: SSM
        Notes:

--------------------------------------------------------------*/

data seriesG;
   set sashelp.air;
   logair = log(air);
   array m{11} m1-m11;
   do i=1 to 11;
      m[i] = (month(date)=i);
   end;
run;

 proc ssm data=seriesG plots=none like=marginal;
    id date interval=month;
    trend rwDrift(ll) slopevar=0;
    irregular wn;
    state trigState(1) type=season(length=12);
    comp season = trigState[1];
    model logair = rwDrift season wn;
 run;

 proc ssm data=seriesG plots=none like=marginal;
    id date interval=month;
    trend rwDrift(ll) slopevar=0;
    irregular wn;
    model logair = rwDrift m1-m11 wn;
 run;