The UCM Procedure

Syntax: UCM Procedure

The UCM procedure uses the following statements:

PROC UCM <options> ;
AUTOREG <options> ;
BLOCKSEASON options ;
BY variables ;
CYCLE <options> ;
DEPLAG options ;
ESTIMATE <options> ;
FORECAST <options> ;
ID variable options ;
IRREGULAR <options> ;
LEVEL <options> ;
MODEL dependent variable <= regressors> ;
NLOPTIONS options ;
OUTLIER options ;
RANDOMREG regressors </ options> ;
SEASON options ;
SLOPE <options> ;
SPLINEREG regressor <options> ;
SPLINESEASON options ;

The PROC UCM and MODEL statements are required. In addition, the model must contain at least one component with nonzero disturbance variance.