State Space Modeling Essentials Using the SSM Procedure in SAS/ETS
This course covers the fundamentals of building and applying state space models using the SSM procedure (SAS/ETS). Students are presented with an overview of the model and learn advantages of the State Space approach. The course also describes fundamental model details, presents some straightforward examples of specifying and fitting models using the SSM procedure, and considers estimation in SSM, focusing on the Kalman filter and related details. The course concludes with a variety of SSM modeling applications, focused mainly on time series.Learn how to
Who should attendTime series modelers and analysts who want to take advantage of a flexible and visual approach to modeling sequential data
Students should be comfortable with linear modeling ideas and have some experience with time series models such as Unobserved Components models or ARIMAX.
This course addresses SAS/ETS software.
State Space Models
|Dates||Location||Time||Language||Fee||Add to Cart|
|21-22 MAR 2019||Live Web||09:00 AM-05:00 PM EDT||English||1,600 USD / 3.2 EPTO|
|04-07 DEC 2018||Live Web||09:00 AM-12:30 PM EST||English||1,600 USD / 3.2 EPTO|
|21-22 MAR 2019 Connected Class||New York, NY||09:00 AM-05:00 PM EDT||English||1,600 USD / 3.2 EPTO|
|09-10 OCT 2019||Live Web||12:00 PM-08:00 PM EDT||English||1,600 USD / 3.2 EPTO|
|09-10 OCT 2019 Connected Class||San Francisco, CA||09:00 AM-05:00 PM PDT||English||1,600 USD / 3.2 EPTO|
|12-15 FEB 2019||Live Web||01:00 PM-04:30 PM EST||English||1,600 USD / 3.2 EPTO|
|19-22 NOV 2019||Live Web||01:00 PM-04:30 PM EST||English||1,600 USD / 3.2 EPTO|