08-17-2013 04:18 AM
I have a query regarding Proc UCM.
I am trying to fit a model in UCM with no independent variables and just have level component ( no variance control). Dependent variable ( sales qty) has very low values and vary between value of 0 to 40 with lot of variation.
S_level from this model is a line which is like an average and cuts across the middle of the dependent series. I was expecting that s_level without any variance control would actually fit the model well but that's is not the case.
Can you please help me in understanding what might be happening here and what option I could try such that s_level fits that model well?
Apologies if my query is unclear or some additional information is needed.
08-19-2013 01:34 PM
Thanks for the question. Would you mind sharing some code for what you are doing? Perhaps a graph of the series or some background on the type of units?
There are a number of simple examples at SAS/ETS(R) 12.1 User's Guide
which could help to get you started.