PROC SSM for level change

ankush2301 — Wed, 03 Apr 2019 15:03:29 GMT

Hi All,

I am trying to find the time series which has level change behavior using PROC SSM using following code.

I am getting the output in ODS window, but how can I write the output in a sas table and use it directly for flagging the level change point.

proc ssm data=WORK.sales data plot=maxshock;
id date interval=week;
trend irw(ll) variance=0 checkbreak;
state seasonState(1) type=season(length=52)
cov(g) checkbreak(overall);
comp season = seasonState[1];
irregular wn;
model sale_qty =irw season wn;
output out=breakFor;
run;

Any help will be appreciated

Thanks

Ankush

Re: PROC SSM for level change

sbxkoenk — Sun, 15 Sep 2019 17:51:31 GMT

Hello,

Every single output object (be it a table or a graph / plot) can be captured in a SAS dataset!!

Use

ODS TRACE ON;

to know about the name of all the output objects (they are published in the log-screen in order of appearance).

Some examples from PROC GLM:

Output Added:

-------------

Name: ModelANOVA

Label: Type III Model ANOVA

Template: stat.GLM.Tests

Path: GLM.ANOVA.Weight.ModelANOVA

-------------

Output Added:

-------------

Name: BoxPlot

Label: Box Plot

Template: Stat.GLM.Graphics.FitBoxPlot

Path: GLM.ANOVA.Weight.BoxPlot

-------------

Then use

ODS OUTPUT objectname=datasetname;

to capture what you're interested in.

Full example:

ods trace on;
ods output ModelANOVA=work.ModelANOVA;
proc glm data=sashelp.class;
class sex; 
model weight=sex;
run;
QUIT;
ods trace off;

The LOG says:

NOTE: The data set WORK.MODELANOVA has 2 observations and 8 variables.

Hope this helps!

Koen

topic Re: PROC SSM for level change in SAS Procedures

PROC SSM for level change

Re: PROC SSM for level change