To define the model, you can use most of the programming statements that are allowed in the SAS DATA step. For more information, see the SAS DATA Step Statements: Reference. For the most part, the syntax of programming statements used in PROC SSM is identical to that used in the MODEL procedure (see Chapter 24, MODEL Procedure) and the NLMIXED procedure (see Chapter 89, The NLMIXED Procedure (SAS/STAT User's Guide)). However, there are some restrictions: the DATA step lagging and differencing functions are not allowed, and the use of character variables in the DATA step expressions is not permitted. These are not serious restrictions; usually you can overcome them by adding the variables that are created by such operations to the input data set before its use in the SSM procedure.