SMC Procedure
VAR Statement
VAR variable-list;
The VAR statement specifies the names of the dependent variables and the independent (exogenous) variables in the SMC procedure. One or more variables can be specified in a space-separated variable-list, and the order does not matter. The variables must be selected from the input data table (see the DATA= option in the PROC SMC statement). The requirement of the VAR statement depends on whether the SUBMITMODEL statement is specified: If the SUBMITMODEL is specified, the VAR statement is ignored; if the SUBMITMODEL is not specified, the VAR statement is required.
The variables in the VAR statement must contain all dependent variables that are specified before the tilde (~) symbol in the MODEL statements, and the remaining variables in the VAR statement are viewed as independent variables in the SMC procedure.
The dependent and independent variable names are case-insensitive, and the following conditions must be satisfied:
The dependent and independent variable names must not have duplicates.
The dependent and independent variable names must not contain the dot (".") symbol.
"_t" and "_time" is a reserved name in PROC SMC. "_t" or "_time" (case-insensitive) must not be used as any dependent and independent variable name.
"dft_" is a reserved prefix in PROC SMC. The dependent and independent variable names must not start with "dft_" (case-insensitive).
For example, the following statements specify the variables y1, y2, and z1:
var y1 y2 z1;
model y1 ~ normal(0, exp(x1/2));
model y2 ~ normal(phi*x2, gamma);
where y1 and y2 are dependent variables and z1 is the independent variable.