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jaweriahh
Obsidian | Level 7

I have annual time series data for 63 years (attached). The data demonstrates a U shaped curve. I am trying to estimate the Unobserved Components Model with spline regression.

the command I use is 

 

 

proc ucm data=land;
id year interval = year;
model es;
irregular;
level;
slope;
splinereg annual KNOTS=1958 1962 1977
variance=0 noest;
estimate;
run;

However the Spline terms are not significant. is there any other method to incorporate a U shaped trend in PROC.

My data is attached below. Kindly let me know what I am doing wrong

es.jpg UCM?

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