The UCM procedure assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 34.2.
Table 34.2: ODS Tables Produced by PROC UCM
ODS Table Name |
Description |
Statement |
Option |
---|---|---|---|
Tables Summarizing the Estimation and Forecast Spans |
|||
EstimationSpan |
Estimation span summary information |
default |
|
ForecastSpan |
Forecast span summary information |
default |
|
Tables Related to Model Parameters |
|||
ConvergenceStatus |
Convergence status of the estimation process |
default |
|
FixedParameters |
Fixed parameters in the model |
default |
|
InitialParameters |
Initial estimates of the free parameters |
default |
|
ParameterEstimates |
Final estimates of the free parameters |
default |
|
Tables Related to Model Information and Diagnostics |
|||
BlockSeasonDescription |
Information about the block seasonals in the model |
default |
|
ComponentSignificance |
Significance analysis of the components in the model |
default |
|
CycleDescription |
Information about the cycles in the model |
default |
|
FitStatistics |
Fit statistics based on the one-step-ahead predictions |
default |
|
FitSummary |
Likelihood-based fit statistics |
default |
|
OutlierSummary |
Summary table of the detected outliers |
default |
|
SeasonDescription |
Information about the seasonals in the model |
default |
|
SeasonHarmonics |
Summary of harmonics in a trigonometric seasonal component |
||
SplineSeasonDescription |
Information about the spline-seasonals in the model |
default |
|
TrendInformation |
Summary information of the level and slope components |
default |
|
Tables Related to Filtered Component Estimates |
|||
FilteredAutoReg |
Filtered estimate of an autoreg component |
||
FilteredBlockSeason |
Filtered estimate of a block seasonal component |
||
FilteredCycle |
Filtered estimate of a cycle component |
||
FilteredIrregular |
Filtered estimate of the irregular component |
||
FilteredLevel |
Filtered estimate of the level component |
||
FilteredRandomReg |
Filtered estimate of the time-varying random-regression coefficient |
||
FilteredSeason |
Filtered estimate of a seasonal component |
||
FilteredSlope |
Filtered estimate of the slope component |
||
FilteredSplineReg |
Filtered estimate of the time-varying spline-regression coefficient |
||
FilteredSplineSeason |
Filtered estimate of a spline-seasonal component |
||
Tables Related to Smoothed Component Estimates |
|||
SmoothedAutoReg |
Smoothed estimate of an autoreg component |
||
SmoothedBlockSeason |
Smoothed estimate of a block seasonal component |
||
SmoothedCycle |
Smoothed estimate of the cycle component |
||
SmoothedIrregular |
Smoothed estimate of the irregular component |
||
SmoothedLevel |
Smoothed estimate of the level component |
||
SmoothedRandomReg |
Smoothed estimate of the time-varying random-regression coefficient |
||
SmoothedSeason |
Smoothed estimate of a seasonal component |
||
SmoothedSlope |
Smoothed estimate of the slope component |
||
SmoothedSplineReg |
Smoothed estimate of the time-varying spline-regression coefficient |
||
SmoothedSplineSeason |
Smoothed estimate of a spline-seasonal component |
||
Tables Related to Series Decomposition and Forecasting |
|||
FilteredAllExceptIrreg |
Filtered estimate of sum of all components except the irregular component |
||
FilteredTrend |
Filtered estimate of trend |
||
FilteredTrendReg |
Filtered estimate of trend plus regression |
||
FilteredTrendRegCyc |
Filtered estimate of trend plus regression plus cycles and autoreg |
||
Forecasts |
Dependent series forecasts |
default |
|
PostSamplePrediction |
Forecasting performance in the holdout period |
||
SmoothedAllExceptIrreg |
Smoothed estimate of sum of all components except the irregular component |
||
SmoothedTrend |
Smoothed estimate of trend |
||
SmoothedTrendReg |
Smoothed estimate of trend plus regression |
||
SmoothedTrendRegCyc |
Smoothed estimate of trend plus regression plus cycles and autoreg |
Note: The tables are related to a single series within a BY group. In the case of models that contain multiple cycles, seasonal components, or block seasonal components, the corresponding component estimate tables are sequentially numbered. For example, if a model contains two cycles and a seasonal component and the PRINT=SMOOTH option is used for each of them, the ODS tables containing the smoothed estimates will be named SmoothedCycle1, SmoothedCycle2, and SmoothedSeason. Note that the seasonal table is not numbered because there is only one seasonal component. There are some exceptions to this numbering rule: the tables, FilteredRandomReg, SmoothedRandomReg, FilteredSplineReg, and SmoothedSplineReg, are always numbered starting with zero.