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The STATESPACE Procedure
Overview
The State Space Model
How PROC STATESPACE Works
Getting Started
Automatic State Space Model Selection
Specifying the State Space Model
Syntax
Functional Summary
PROC STATESPACE Statement
BY Statement
FORM Statement
ID Statement
INITIAL Statement
RESTRICT Statement
VAR Statement
Details
Missing Values
Stationarity and Differencing
Preliminary Autoregressive Models
Canonical Correlation Analysis
Parameter Estimation
Forecasting
Relation of ARMA and State Space Forms
OUT= Data Set
OUTAR= Data Set
OUTMODEL= Data Set
Printed Output
ODS Table Names
Examples
Series J from Box and Jenkins
References
Details: STATESPACE Procedure
Subsections:
Missing Values
Stationarity and Differencing
Preliminary Autoregressive Models
Canonical Correlation Analysis
Parameter Estimation
Forecasting
Relation of ARMA and State Space Forms
OUT= Data Set
OUTAR= Data Set
OUTMODEL= Data Set
Printed Output
ODS Table Names
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