UCM Procedure
Syntax: UCM Procedure
The UCM procedure uses the following statements:
PROC UCM <options>;
AUTOREG <options>;
BLOCKSEASON options;
BY variables;
CYCLE <options>;
DEPLAG options;
ESTIMATE <options>;
FORECAST <options>;
ID variable options;
IRREGULAR <options>;
LEVEL <options>;
MODEL dependent variable <= regressors>;
NLOPTIONS options;
OUTLIER options;
RANDOMREG regressors </ options>;
SEASON options;
SLOPE <options>;
SPLINEREG regressor <options>;
SPLINESEASON options;
TF regressor <options>;
The PROC UCM, ID, and MODEL statements are required. In addition, the model must contain at least one component with nonzero disturbance variance.