https://communities.sas.com/t5/Statistical-Procedures/is-UCM-a-good-model-for-high-frequency-data/m-p/578553#M28405 <P>Hi everyone,</P><P>I read documentation on sas proc ucm. The examples given are nonthly data.</P><P>I believe this changes date intervals as well as some other basics.</P><P>I am new to SAS and I would greatly appreciate an example with daily data.</P><P>I am analyzing daily suctomer expenses at a regional level.&nbsp;</P><P>Hence the explanatory variables are scarce, UCM seems a good option to estimate the model and then based on the estimates build a dynamic forecast</P> Thu, 01 Aug 2019 19:47:34 GMT FaridNasrAlDeen 2019-08-01T19:47:34Z https://communities.sas.com/t5/Statistical-Procedures/is-UCM-a-good-model-for-high-frequency-data/m-p/578553#M28405 <P>Hi everyone,</P><P>I read documentation on sas proc ucm. The examples given are nonthly data.</P><P>I believe this changes date intervals as well as some other basics.</P><P>I am new to SAS and I would greatly appreciate an example with daily data.</P><P>I am analyzing daily suctomer expenses at a regional level.&nbsp;</P><P>Hence the explanatory variables are scarce, UCM seems a good option to estimate the model and then based on the estimates build a dynamic forecast</P> Thu, 01 Aug 2019 19:47:34 GMT https://communities.sas.com/t5/Statistical-Procedures/is-UCM-a-good-model-for-high-frequency-data/m-p/578553#M28405 FaridNasrAlDeen 2019-08-01T19:47:34Z