Forecasting using SAS Forecast Server, SAS/ETS, and more

PROC SSM likelihood optimization

Reply
Occasional Contributor FFR
Occasional Contributor
Posts: 6

PROC SSM likelihood optimization

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?

 

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.

 

I am currently running SAS/ETS 12.3, maybe there are new features/optimization options in later realeases?

SAS Employee
Posts: 416

Re: PROC SSM likelihood optimization

Hello -

The latest documentation of the SSM procedure can be accessed here: http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_ssm_toc.htm

As you will find the procedure does not provide additional features, yet - you may want to consider to enter a suggestion here: https://communities.sas.com/t5/SASware-Ballot-Ideas/idb-p/sas_ideas

Thanks,

Udo

Ask a Question
Discussion stats
  • 1 reply
  • 279 views
  • 1 like
  • 2 in conversation