SSM Procedure

The statistical models that govern the predefined trend components available in the SSM procedure are divided into two groups: models that are applicable to equally spaced data (possibly with replication), and models that are applicable more generally (the irregular data type). Each trend component can be described as a dot product for some (time-invariant) vector and a state vector . The component specification is complete after the vector is specified and the system matrices that govern the equations of are specified. For trend models for regular data, all the system matrices are time-invariant. For irregular data, and depend on the spacing between the distinct time points: .