https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-SSM-likelihood-optimization/m-p/244407#M1546 <P>I was wondering whether there are ways to control the optimizatiation routines used by PROC SSM besides the OPTIMIZER(TECHNIQUE= MAXITER= ) option available within the procedure call?</P> <P>&nbsp;</P> <P>Specifically I am interested in altering converegence criteria, starting values, etc. It would also be interesting to get more information from the optimizer which values actaully have been used by default, reached covergence criteria, and so on.</P> <P>&nbsp;</P> <P>I am currently running SAS/ETS 12.3, maybe there are new features/optimization options in later realeases?</P> Tue, 19 Jan 2016 11:44:40 GMT FFR 2016-01-19T11:44:40Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-SSM-likelihood-optimization/m-p/244407#M1546 <P>I was wondering whether there are ways to control the optimizatiation routines used by PROC SSM besides the OPTIMIZER(TECHNIQUE= MAXITER= ) option available within the procedure call?</P> <P>&nbsp;</P> <P>Specifically I am interested in altering converegence criteria, starting values, etc. It would also be interesting to get more information from the optimizer which values actaully have been used by default, reached covergence criteria, and so on.</P> <P>&nbsp;</P> <P>I am currently running SAS/ETS 12.3, maybe there are new features/optimization options in later realeases?</P> Tue, 19 Jan 2016 11:44:40 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-SSM-likelihood-optimization/m-p/244407#M1546 FFR 2016-01-19T11:44:40Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-SSM-likelihood-optimization/m-p/244842#M1551 <P>Hello -</P> <P>The latest documentation of the SSM procedure can be accessed here: <A href="http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_ssm_toc.htm" target="_blank">http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_ssm_toc.htm</A></P> <P>As you will find the procedure does not provide additional features, yet - you may want to consider to enter a suggestion here: <A href="https://communities.sas.com/t5/SASware-Ballot-Ideas/idb-p/sas_ideas" target="_blank">https://communities.sas.com/t5/SASware-Ballot-Ideas/idb-p/sas_ideas</A></P> <P>Thanks,</P> <P>Udo</P> Wed, 20 Jan 2016 23:02:35 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-SSM-likelihood-optimization/m-p/244842#M1551 udo_sas 2016-01-20T23:02:35Z