Time Series Model Package
UCMSPEC Object
The unobserved component model (UCM) specification object generates UCM models for use with the TSM object. You open the UCMSPEC object to begin defining a new UCM model. You call the UCMSPEC methods to define the model characteristics, and then you close the UCMSPEC object to ready it for use in a TSM object. For more information, see the section TSM.Initialize Method. You can also store the XML representation of the UCM in an output table. For more information, see the section TSMSPEC Object. Note that the UCMSPEC object is equivalent to the HPFUCMSPEC procedure in SAS Forecast Server Procedures: User's Guide.
Table 12 lists the methods that are associated with the UCMSPEC object.
Table 12: Methods of the UCMSPEC Object
| Method | Description |
|---|---|
| AddAutoreg | Add an autoregressive component to a UCM model |
| AddBlockSeason | Add a block-season component to a UCM model |
| AddComponent | Add a fundamental component to a UCM model |
| AddCycle | Add a cycle component to a UCM model |
| AddDeplag | Add a deplag component to a UCM model |
| AddInput | Add an input component to a UCM model |
| AddSeason | Add a seasonal component to a UCM model |
| Close | Close the UCM model specification |
| GetLabel | Retrieve the label of the specified UCM model |
| Open | Open the UCM model specification |
| SetTransform | Specify the transform |
Figure 8 illustrates the data flow through the UCMSPEC object.
Figure 8: UCMSPEC Object Data Flow
