The STATESPACE Procedure
Functional Summary
Table 34.1 summarizes the statements and options used by PROC STATESPACE.
Table 34.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Input Data Set Options | ||
Specify the input data set | PROC STATESPACE | DATA= |
Prevent subtraction of sample mean | PROC STATESPACE | NOCENTER |
Specify the ID variable | ID | |
Specify the observed series and differencing | VAR | |
Options for Autoregressive Estimates | ||
Specify the maximum order | PROC STATESPACE | ARMAX= |
Specify maximum lag for autocovariances | PROC STATESPACE | LAGMAX= |
Output only minimum AIC model | PROC STATESPACE | MINIC |
Specify the amount of detail printed | PROC STATESPACE | PRINTOUT= |
Write preliminary AR models to a data set | PROC STATESPACE | OUTAR= |
Options for Canonical Correlation Analysis | ||
Print the sequence of canonical correlations | PROC STATESPACE | CANCORR |
Specify upper limit of dimension of state vector | PROC STATESPACE | DIMMAX= |
Specify the minimum number of lags | PROC STATESPACE | PASTMIN= |
Specify the multiplier of the degrees of freedom | PROC STATESPACE | SIGCORR= |
Options for State Space Model Estimation | ||
Specify starting values | INITIAL | |
Print covariance matrix of parameter estimates | PROC STATESPACE | COVB |
Specify the convergence criterion | PROC STATESPACE | DETTOL= |
Specify the convergence criterion | PROC STATESPACE | PARMTOL= |
Print the details of the iterations | PROC STATESPACE | ITPRINT |
Specify an upper limit of the number of lags | PROC STATESPACE | KLAG= |
Specify maximum number of iterations allowed | PROC STATESPACE | MAXIT= |
Suppress the final estimation | PROC STATESPACE | NOEST |
Write the state space model parameter estimates to an output data set | PROC STATESPACE | OUTMODEL= |
Use conditional least squares for final estimates | PROC STATESPACE | RESIDEST |
Specify criterion for testing for singularity | PROC STATESPACE | SINGULAR= |
Options for Forecasting | ||
Start forecasting before end of the input data | PROC STATESPACE | BACK= |
Specify the time interval between observations | PROC STATESPACE | INTERVAL= |
Specify multiple periods in the time series | PROC STATESPACE | INTPER= |
Specify how many periods to forecast | PROC STATESPACE | LEAD= |
Specify the output data set for forecasts | PROC STATESPACE | OUT= |
Print forecasts | PROC STATESPACE | |
Options to Specify the State Space Model | ||
Specify the state vector | FORM | |
Specify the parameter values | RESTRICT | |
BY Groups | ||
Specify BY-group processing | BY | |
Printing | ||
Suppresses all printed output | NOPRINT | |