HMM Procedure

ID Statement

ID TIME=variable <SECTION=variable> ;

The ID statement identifies observations in the input data table by specifying a variable for the time series data or two variables for the cross-sectional time series data.

You must specify the following option:

TIME=variable: specifies the temporal or sequential order of the observations. The variable cannot have missing values. If you omit the SECTION= option, the variable cannot have duplicate values. If you specify the SECTION= option, the variable cannot have duplicate values within a section.

You can also specify the following option:

SECTION=variable: identifies the section of each observation for modeling cross-sectional time series data. The variable cannot have missing values.

Last updated: November 24, 2025