The SSM Procedure (Experimental)
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Overview
- Getting Started
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Syntax
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DetailsState Space Model and NotationTypes of Data OrganizationOverview of Model Specification SyntaxLikelihood, Filtering, and SmoothingContrasting PROC SSM with Other SAS Procedures Predefined Trend ModelsPredefined Structural ModelsCovariance ParameterizationMissing ValuesComputational IssuesDisplayed OutputODS Table NamesODS Graph NamesOUT= Data Set
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ExamplesBivariate Basic Structural Model Two-Way Random-Effects and Autoregressive Model for Panel DataBackcasting, Forecasting, and InterpolationSmoothing of Repeated Measures DataA User-Defined Trend ModelModel with Multiple ARIMA ComponentsDynamic Factor ModelingDiagnostic PlotsVariable Bandwidth Smoothing
- References
BY Statement
BY variables ;
A BY statement can be used in the SSM procedure to process a data set in groups of observations that are defined by the BY variables. The model specified by using the MODEL and other statements is applied to all the groups defined by the BY variables. When a BY statement appears, the procedure expects the input data set to be sorted in order of the BY variables. The variables are one or more variables in the input data set.