is UCM a good model for high frequency data?

Fluorite | Level 6

Hi everyone,

I read documentation on sas proc ucm. The examples given are nonthly data.

I believe this changes date intervals as well as some other basics.

I am new to SAS and I would greatly appreciate an example with daily data.

I am analyzing daily suctomer expenses at a regional level.

Hence the explanatory variables are scarce, UCM seems a good option to estimate the model and then based on the estimates build a dynamic forecast

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