CSSM Procedure

BY variables

SEED

ID variable

stateName_STATE_i, which denotes the ith element of state named stateName

stateName_STATE_REG_i, which denotes the ith element of the state regression vector (if present) for the state named stateName

trendName_TREND_STATE_i, which denotes the ith element of the state that underlies the trend named trendName

irregularName_STATE_i, which denotes the ith element of the state that underlies an irregular component, named irregularName, if it is part of the model state vector. In some cases, such as when a model contains a dependent lag term, the irregular component is part of the model state vector.

deplagName_STATE_i, which denotes the ith element of the state that underlies a dependent lag term named deplagName

response_COEFF_predVar, which denotes the regression coefficient of a predictor variable, predVar, that is specified in the model for a response variable named response