Time Series Model Package
UCMSPEC Object
The unobserved component model (UCM) specification object generates UCM models for use with the TSM object. You open the UCMSPEC object to begin defining a new UCM model. You call the UCMSPEC methods to define the model characteristics, and then you close the UCMSPEC object to ready it for use in a TSM object. For more information, see the section TSM.Initialize Method. You can also store the XML representation of the UCM in a CAS table. For more information, see the section TSMSPEC Object. Note that the UCMSPEC object is equivalent to the HPFUCMSPEC procedure in SAS Forecast Server Procedures: User's Guide.
Table 17.9 lists the methods that are associated with the UCMSPEC object.
Table 17.9: Methods of the UCMSPEC Object
Method | Description |
|---|---|
Add an autoregressive component to a UCM model | |
Add a block-season component to a UCM model | |
Add a fundamental component to a UCM model | |
Add a cycle component to a UCM model | |
Add a deplag component to a UCM model | |
Add an input component to a UCM model | |
Add a seasonal component to a UCM model | |
Close the UCM model specification | |
Open the UCM model specification | |
Specify the transform |
Figure 17.6 illustrates the data flow through the UCMSPEC object.
Figure 17.6: UCMSPEC Object Data Flow
