SMC Procedure
Time Index
There are two types of time index:
actual time index This is the time index of the observations (dependent or independent variables). The actual time index of the ith observation (dependent or independent variable) vector is i (
). For example, if all observations of the same time step are stored in a row and there are 365 rows, then the actual time indices for the observations are 
. The actual time index is used as a variable or an argument, denoted by _time, in the AUXMODEL, INITSTATE, MODEL, STATE, and SUBMITMODEL statements.logical time index This is the time index used in the SMC algorithms. The first time step that is incorporated in the SMC algorithms is indexed as 1. This index is denoted by t in these algorithms. For more information about the SMC algorithms, see the sections SMC Evaluating, SMC Filtering, SMC Forecasting, SMC Smoothing, and SMC Algorithms for the General Case of SSMs. The logical time index is output as
_tin the data table that corresponds to the OUT= or OUTSIM= option in the EVALUATE, FILTER, FORECAST, and SMOOTH statements.
The actual time index and logical time index do not necessarily have the same value. For example, if the observations contain 
time steps and the first two observations must be skipped (see the sections Method 1: Number of Skipped Observations, 
and Method 2: Number of Skipped Observations, ), the actual time indices of all observations are 
and the logical time indices of all observations are 
.