SSM Procedure OverviewGetting StartedSyntaxDetailsExamplesReferences Examples: SSM Procedure Subsections: 33.1 Bivariate Basic Structural Model 33.2 Panel Data: Random-Effects and Autoregressive Models 33.3 Backcasting, Forecasting, and Interpolation 33.4 Longitudinal Data: Smoothing of Repeated Measures 33.5 A User-Defined Trend Model 33.6 Model with Multiple ARIMA Components 33.7 A Dynamic Factor Model for the Yield Curve 33.8 Diagnostic Plots and Structural Break Analysis 33.9 Longitudinal Data: Variable Bandwidth Smoothing 33.10 A Transfer Function Model for the Gas Furnace Data 33.11 Panel Data: Dynamic Panel Model for the Cigar Data 33.12 Multivariate Modeling: Long-Term Temperature Trends 33.13 Bivariate Model: Sales of Mink and Muskrat Furs 33.14 Factor Model: Now-Casting the US Economy 33.15 Longitudinal Data: Lung Function Analysis 33.16 Temporal Distribution: Estimating Monthly GDP 33.17 Temporal Aggregation: Triannual Nile River Level 33.18 Invariance of the Marginal Likelihood under Linear Rescaling of the Diffuse Effects Last updated: June 19, 2025