The STATESPACE Procedure

The STATESPACE procedure provides automatic model selection, parameter estimation, and forecasting of state space models. (State space models encompass an alternative general formulation of multivariate ARIMA models.)

The features of the STATESPACE procedure include

You can save selected and fitted models in data sets to reuse for forecasting, and you can print statistics concerning the data and its covariance structure, the model selection process, and the final model fit.


For further details, see the SAS/ETS® User's Guide