The SSM Procedure (Experimental)

IRREGULAR Statement

IRREGULAR name <options> ;

The IRREGULAR statement specifies a one-dimensional white noise component, which can be used to specify the observation error in a MODEL statement. You can specify the following options in the IRREGULAR statement:

PRINT=SMOOTH: requests printing of the smoothed estimate of the specified irregular component.
VARIANCE=variable | number: specifies the variance of the white noise. Any nonnegative value, including 0, is permissible. If the variable contains unknown parameters, they are estimated from the data. Similarly, if the VARIANCE= option is not specified, the variance is estimated from the data.

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