Discrete-time non-homogenous Markov Model

[varatt90]

Hi, 

Is it possible to conduct a discrete-time non-homogenous Markov Model in SAS? I know msm R package can handle it but I was wondering if there is a way to do it in SAS. 

If so, are there any resources that provide examples?

Thank you

[Rick_SAS]

You might check whether the hidden Markov Models in SAS Econometric support the features you need.

Overview: https://support.sas.com/rnd/app/econometrics/8/Econometrics-8.2-PROC-HMM.pdf

Documentation: https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/casecon/casecon_hmm_gettingstarted.htm

Note:  PROC HMM is supported in SAS Viya.

[varatt90]

Thank you!