BookmarkSubscribeRSS Feed
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?

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

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
  • 0 replies
  • 631 views
  • 0 likes
  • 1 in conversation