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The SSM Procedure
Overview
Background
Getting Started
Syntax
Functional Summary
PROC SSM Statement
BY Statement
COMPONENT Statement
EVAL Statement
ID Statement
IRREGULAR Statement
MODEL Statement
OUTPUT Statement
PARMS Statement
Programming Statements
STATE Statement
TREND Statement
Details
State Space Model and Notation
Types of Sequence Data
Overview of Model Specification Syntax
Filtering, Smoothing, Likelihood, and Structural Break Detection
Estimation of User-Specified Linear Combination of State Elements
Contrasting PROC SSM with Other SAS Procedures
Predefined Trend Models
Predefined Structural Models
Covariance Parameterization
Missing Values
Computational Issues
Displayed Output
ODS Table Names
ODS Graph Names
OUT= Data Set
Examples
Bivariate Basic Structural Model
Panel Data: Random-Effects and Autoregressive Models
Backcasting, Forecasting, and Interpolation
Longitudinal Data: Smoothing of Repeated Measures
A User-Defined Trend Model
Model with Multiple ARIMA Components
Dynamic Factor Modeling
Diagnostic Plots and Structural Break Analysis
Longitudinal Data: Variable Bandwidth Smoothing
A Transfer Function Model for the Gas Furnace Data
Panel Data: Dynamic Panel Model for the Cigar Data
Multivariate Modeling: Long-Term Temperature Trends
Bivariate Model: Sales of Mink and Muskrat Furs
Factor Model: Now-Casting the US Economy
Longitudinal Data: Lung Function Analysis
References
Examples: SSM Procedure
Subsections:
27.1 Bivariate Basic Structural Model
27.2 Panel Data: Random-Effects and Autoregressive Models
27.3 Backcasting, Forecasting, and Interpolation
27.4 Longitudinal Data: Smoothing of Repeated Measures
27.5 A User-Defined Trend Model
27.6 Model with Multiple ARIMA Components
27.7 Dynamic Factor Modeling
27.8 Diagnostic Plots and Structural Break Analysis
27.9 Longitudinal Data: Variable Bandwidth Smoothing
27.10 A Transfer Function Model for the Gas Furnace Data
27.11 Panel Data: Dynamic Panel Model for the Cigar Data
27.12 Multivariate Modeling: Long-Term Temperature Trends
27.13 Bivariate Model: Sales of Mink and Muskrat Furs
27.14 Factor Model: Now-Casting the US Economy
27.15 Longitudinal Data: Lung Function Analysis
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