CSSM Procedure
Displayed Output
The CSSM procedure assigns a name to each table it creates. You can use these names to refer to the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 9.
Table 9: ODS Tables Produced by PROC CSSM
| ODS Table Name | Description | Statement | Option |
|---|---|---|---|
| Tables That Summarize the Model Information | |||
| ModelSummary | Summary information about the underlying state space model | Default | |
| IdInformation | Summary information about the ID variable | Default | |
| ResponseInfo | Summary information about the response variables | Default | |
| StateSummary | Summary information about the model state vector | PROC CSSM | STATEINFO |
| DiffuseStateSummary | Summary information about the diffuse initial state | PROC CSSM | STATEINFO |
| Tables Related to Model Parameters and the Likelihood | |||
| ConvergenceStatus | Convergence status of the estimation process | Default | |
| RegressionEstimates | Estimates of the regression parameters | MODEL | Default |
| StateRegressionEstimates | Estimates of the state regression parameters | STATE | W |
| FixedStateEstimates | Estimates of time-invariant, non-stochastic state subsections | Default | |
| NamedParameterEstimates | Estimates of the parameters specified in the PARMS statement | PARMS | Default |
| ParameterEstimates | Estimates of the unknown elements in the model system matrices | Default | |
| DisturbanceCovariance | Estimate of the disturbance covariance | STATE | PRINT=COV |
| InitialCovariance | Estimate of the initial state covariance | STATE | PRINT=COV1 |
| ARCoefficient | Estimate of the autoregressive coefficient matrix | STATE | PRINT=AR |
| MACoefficient | Estimate of the moving-average coefficient matrix | STATE | PRINT=MA |
| TransitionMatrix | Estimate of the state transition matrix | STATE | PRINT=T |
| FitSummary | Summary of the likelihood-based fit-statistics | Default | |
| InformationCriteria | Likelihood-based information criteria | Default | |
| Tables Related to Series and Component Forecasts | |||
| Forecasts | Series forecasts | MODEL | PRINT=FILTER |
| SmoothedResponse | Smoothed series values | MODEL | PRINT=SMOOTH |
| FilteredComponent | Component forecasts | COMPONENT | PRINT=FILTER |
| SmoothedComponent | Smoothed component | COMPONENT | PRINT=SMOOTH |
| Tables Related to Outlier Detection and Model Quality | |||
| AOSummary | Summary of additive outliers | Default | Default |
| ElementTrendBreakSummary | Elementwise trend break summary | TREND | CHECKBREAK |
| OverallTrendBreakSummary | Overall trend break summary | TREND | CHECKBREAK(OVERALL) |
| StateElementBreakSummary | Elementwise state break summary | STATE | CHECKBREAK |
| OverallStateBreakSummary | Overall state break summary | STATE | CHECKBREAK(OVERALL) |
| MaximalShockSummary | Summary of maximal state shocks | OUTPUT | MAXSHOCK |
| PRESS | Prediction error sum of squares | OUTPUT | PRESS |
| Tables Related to Simulation Smoothing | |||
| SimulationSummary | Summary of simulation smoothing specifications | Default | Default |
Last updated: July 09, 2026