I have a very simple question. I am running an Unobserved Components Model to decompose and forecast my data. I transform my data into log and then run the model. My code is given below
proc ucm data = metals;
id year interval = year;
model metal_indices=level1988;
level variance=0 noest;
slope plot=smooth;
cycle plot=smooth;
cycle plot=smooth;
estimate back=6;
forecast back=6 lead=6 plot=decomp;
run;
As I am using the log form of data after I obtain my forecasts and parameters I need to transform the data back. What code should I use for it?