BookmarkSubscribeRSS Feed
chemicalab
Fluorite | Level 6

Hi all,

I am reading a bit about state space procedure and i was wondering if someone could provide with an example on how the syntax should look like when forecasting for example Sales (y)  using various X1...Xn

as predictors. Cause i cant seem to find some starightforward synatx for that

Thnx in advance

3 REPLIES 3
udo_sas
SAS Employee

Hello -

There are various forms of the state space model in use.

The form of the state space model used by the STATESPACE procedure is based on Akaike and covers a specific formulation only.

The UCM procedure (http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#ucm_toc.htm) provides access to a more flexible approach, but is restricted to one dependent variable. The new SSM procedure (http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#ssm_toc.htm - experimental with 9.3) provides access to the broadest range of state space models (including multiple dependent) and extents the UCM procedure.

This new procedure is a much more powerful and general tool for state space modeling than the old STATESPACE procedure, in fact the STATESPACE procedure should now be considered somewhat obsolete and superseded by SSM.

You will find examples for UCM and SSM syntax in the respective chapters of documentation.

Hope that helps,

Udo

ets_kps
SAS Employee

Just to add a bit to Udo's response....

There are full, runnable examples of UCM and SSM here.

This example seems closest to your needs.

Best of luck-Ken

chemicalab
Fluorite | Level 6

Thank you guys for the responses, they have been helpful

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 920 views
  • 0 likes
  • 3 in conversation